Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1135732.3582 | 1291518.3089 | -155785.9507 | -87142.9419 | 38637.7199 | -125780.6618 |
Total P&L (%) | 1135.7324 | 1291.5183 | -155.786 | -87.1429 | 38.6377 | -125.7807 |
Avg Daily Profit (%) | 0.4996 | 0.5681 | -0.0685 | -0.0902 | 0.0144 | 0 |
Buy And Hold Return (%) | 174.1333 | 174.1333 | 174.1333 | 174.1333 | 174.1333 | 174.1333 |
Max Trade Drawdown | -242358 | -159944 | -174734 | -901530 | -558863 | -497451 |
Profit Factor | 1.9869 | 3.1364 | 0.7148 | 0.9653 | 1.0269 | 0.8834 |
Total Trades | 162 | 81 | 81 | 162 | 81 | 81 |
Winning Trades | 57 | 23 | 34 | 57 | 23 | 34 |
Losing Trades | 105 | 58 | 47 | 105 | 58 | 47 |
Profitability (%) | 35.1852 | 28.3951 | 41.9753 | 35.1852 | 28.3951 | 41.9753 |
Ratio Avg Win / Avg Loss | 3.66 | 7.9093 | 0.9882 | 1.7783 | 2.5896 | 1.2212 |
Largest Winning Trade | 1153236 | 1153236 | 41403 | 506634 | 506634 | 180688 |
Largest Losing Trade | -50445 | -43021 | -50445 | -243806 | -220653 | -243806 |
Avg Bars in Trades | 41 | 52 | 30 | 41 | 52 | 30 |
Avg Bars in Winners | 61 | 84 | 45 | 61 | 84 | 45 |
Avg Bars in Losers | 30 | 39 | 19 | 30 | 39 | 19 |
Bars Traded | 6678 | 4227 | 2451 | 6678 | 4227 | 2451 |
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 | 329117 | -9632 | -595856 | -582912 | -556043 | -594190 |
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{ "first_band": { "type": "swma", "factors": { "length": 106, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 85, "offset": 0 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 106, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 85, "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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