Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1828856.2213 | 1750095.3492 | 78760.8721 | 3443622.4133 | 830376.8234 | 2613245.5899 |
Total P&L (%) | 1828.8562 | 1750.0953 | 78.7609 | 3443.6224 | 830.3768 | 2613.2456 |
Avg Daily Profit (%) | 0.8047 | 0.77 | 0.0347 | 0.1571 | 0.0982 | 0.1453 |
Buy And Hold Return (%) | 229.4233 | 229.4233 | 229.4233 | 229.4233 | 229.4233 | 229.4233 |
Max Trade Drawdown | -67756 | -57402 | -97489 | -2219399 | -2177892 | -1409215 |
Profit Factor | 4.7859 | 7.7422 | 1.3524 | 1.353 | 1.1452 | 1.6472 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 30 | 13 | 17 | 30 | 13 | 17 |
Losing Trades | 49 | 27 | 22 | 49 | 27 | 22 |
Profitability (%) | 37.9747 | 32.5 | 43.5897 | 37.9747 | 32.5 | 43.5897 |
Ratio Avg Win / Avg Loss | 7.8169 | 16.08 | 1.7502 | 2.2099 | 2.3785 | 2.1317 |
Largest Winning Trade | 1330462 | 1330462 | 55088 | 1671112 | 1671112 | 1397442 |
Largest Losing Trade | -31295 | -23662 | -31295 | -1004629 | -801964 | -1004629 |
Avg Bars in Trades | 109 | 95 | 123 | 109 | 95 | 123 |
Avg Bars in Winners | 213 | 200 | 223 | 213 | 200 | 223 |
Avg Bars in Losers | 45 | 45 | 46 | 45 | 45 | 46 |
Bars Traded | 8645 | 3829 | 4816 | 8645 | 3829 | 4816 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -15146 | 527786 | -313335 | -26764 | -130487 | 73400 |
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{ "first_band": { "type": "swma", "factors": { "length": 189, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 19, "offset": 0 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 189, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 19, "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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