Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 106299.8133 | 57099.9928 | 49199.8205 | 135940.9452 | 105594.7752 | 30346.17 |
Total P&L (%) | 106.2998 | 57.1 | 49.1998 | 135.9409 | 105.5948 | 30.3462 |
Avg Daily Profit (%) | 0.4082 | 0.2193 | 0.1889 | 0.3302 | 0.2771 | 0.1018 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -35639 | -5786 | -44201 | -105005 | -13232 | -132394 |
Profit Factor | 1.9741 | 5.0054 | 1.5186 | 1.5079 | 4.1483 | 1.1296 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 37 | 20 | 17 | 37 | 20 | 17 |
Losing Trades | 26 | 12 | 14 | 26 | 12 | 14 |
Profitability (%) | 58.7302 | 62.5 | 54.8387 | 58.7302 | 62.5 | 54.8387 |
Ratio Avg Win / Avg Loss | 1.3872 | 3.0032 | 1.2506 | 1.0596 | 2.489 | 0.9303 |
Largest Winning Trade | 23441 | 14779 | 23441 | 51453 | 19927 | 51453 |
Largest Losing Trade | -28308 | -4715 | -28308 | -85981 | -10878 | -85981 |
Avg Bars in Trades | 379 | 94 | 674 | 379 | 94 | 674 |
Avg Bars in Winners | 304 | 106 | 537 | 304 | 106 | 537 |
Avg Bars in Losers | 487 | 74 | 841 | 487 | 74 | 841 |
Bars Traded | 23926 | 3010 | 20916 | 23926 | 3010 | 20916 |
Profit Streak | 15.0512 | 30.8116 | 15.0512 | 15.0512 | 30.8116 | 15.0512 |
Trades During Streak | 5 | 3 | 2 | 5 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -137632 | 599621 | 281014 | -139584 | 615763 | -139477 |
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{ "first_band": { "type": "swma", "factors": { "length": 220, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 224, "offset": 237 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 220, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 224, "offset": 237 } } }
# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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