Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 907714.0024 | 740273.7484 | 167440.254 | 6511047.6037 | 4017915.3081 | 2493132.2956 |
Total P&L (%) | 907.714 | 740.2737 | 167.4403 | 6511.0476 | 4017.9153 | 2493.1323 |
Avg Daily Profit (%) | 0.4913 | 0.4006 | 0.0906 | 0.2271 | 0.2014 | 0.1763 |
Buy And Hold Return (%) | 173.0953 | 173.0953 | 173.0953 | 173.0953 | 173.0953 | 173.0953 |
Max Trade Drawdown | -46501 | -68876 | -32160 | -694216 | -696223 | -532399 |
Profit Factor | 5.6547 | 5.9876 | 4.594 | 3.2066 | 2.889 | 4.0264 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 34 | 13 | 21 | 34 | 13 | 21 |
Losing Trades | 24 | 16 | 8 | 24 | 16 | 8 |
Profitability (%) | 58.6207 | 44.8276 | 72.4138 | 58.6207 | 44.8276 | 72.4138 |
Ratio Avg Win / Avg Loss | 3.9915 | 7.3694 | 1.7501 | 2.2635 | 3.5557 | 1.5339 |
Largest Winning Trade | 576456 | 576456 | 28591 | 2397693 | 2397693 | 756676 |
Largest Losing Trade | -28340 | -28340 | -26334 | -593199 | -593199 | -496371 |
Avg Bars in Trades | 122 | 222 | 22 | 122 | 222 | 22 |
Avg Bars in Winners | 121 | 281 | 22 | 121 | 281 | 22 |
Avg Bars in Losers | 124 | 174 | 24 | 124 | 174 | 24 |
Bars Traded | 7105 | 6445 | 660 | 7105 | 6445 | 660 |
Profit Streak | 160.3161 | 192.5661 | 160.3161 | 160.3161 | 192.5661 | 160.3161 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -159785 | 547322 | -226557 | -163018 | 449052 | 670405 |
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{ "first_band": { "type": "swma", "factors": { "length": 164, "offset": 48 } }, "second_band": { "type": "dcu", "factors": { "length": 108, "offset": 0 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 164, "offset": 48 } }, "second_band": { "type": "dcu", "factors": { "length": 108, "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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