Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 826362.8305 | 766087.2644 | 60275.566 | 1235021.2378 | 742725.1857 | 492296.052 |
Total P&L (%) | 826.3628 | 766.0873 | 60.2756 | 1235.0212 | 742.7252 | 492.2961 |
Avg Daily Profit (%) | 0.4403 | 0.4081 | 0.0321 | 0.1382 | 0.1136 | 0.0948 |
Buy And Hold Return (%) | 180.2165 | 180.2165 | 180.2165 | 180.2165 | 180.2165 | 180.2165 |
Max Trade Drawdown | -145265 | -99736 | -99693 | -4480513 | -2521508 | -2497290 |
Profit Factor | 1.9897 | 2.7242 | 1.1543 | 1.0974 | 1.102 | 1.0912 |
Total Trades | 191 | 95 | 96 | 191 | 95 | 96 |
Winning Trades | 81 | 37 | 44 | 81 | 37 | 44 |
Losing Trades | 110 | 58 | 52 | 110 | 58 | 52 |
Profitability (%) | 42.4084 | 38.9474 | 45.8333 | 42.4084 | 38.9474 | 45.8333 |
Ratio Avg Win / Avg Loss | 2.702 | 4.2703 | 1.3642 | 1.4903 | 1.7275 | 1.2896 |
Largest Winning Trade | 351680 | 351680 | 49036 | 2499578 | 2499578 | 787911 |
Largest Losing Trade | -53823 | -21236 | -53823 | -868813 | -868813 | -751331 |
Avg Bars in Trades | 28 | 31 | 25 | 28 | 31 | 25 |
Avg Bars in Winners | 38 | 47 | 31 | 38 | 47 | 31 |
Avg Bars in Losers | 20 | 21 | 20 | 20 | 21 | 20 |
Bars Traded | 5424 | 2999 | 2425 | 5424 | 2999 | 2425 |
Profit Streak | 34.4299 | 0 | 43.7633 | 34.4299 | 0 | 43.7633 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 397335 | 302992 | -367658 | -122793 | -154807 | -191062 |
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{ "first_band": { "type": "swma", "factors": { "length": 75, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 61, "offset": 0 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 75, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 61, "offset": 0 } } }
# | 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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