Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 8780441.8284 | 8711712.7304 | 68729.098 | 4119477.9046 | 1229375.416 | 2890102.4886 |
Total P&L (%) | 8780.4418 | 8711.7127 | 68.7291 | 4119.4779 | 1229.3754 | 2890.1025 |
Avg Daily Profit (%) | 3.886 | 3.8556 | 0.0304 | 0.1658 | 0.1146 | 0.1505 |
Buy And Hold Return (%) | 464.7799 | 464.7799 | 464.7799 | 464.7799 | 464.7799 | 464.7799 |
Max Trade Drawdown | -100278 | -111463 | -30464 | -9072456 | -8332998 | -2332946 |
Profit Factor | 26.5935 | 35.2893 | 1.7722 | 1.1519 | 1.0583 | 1.4785 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 33 | 15 | 18 | 33 | 15 | 18 |
Losing Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Profitability (%) | 50.7692 | 46.875 | 54.5455 | 50.7692 | 46.875 | 54.5455 |
Ratio Avg Win / Avg Loss | 25.7877 | 39.9945 | 1.4768 | 1.117 | 1.1994 | 1.2321 |
Largest Winning Trade | 8733729 | 8733729 | 31648 | 9027783 | 9027783 | 1864093 |
Largest Losing Trade | -42902 | -42902 | -23967 | -4256193 | -4256193 | -1926753 |
Avg Bars in Trades | 63 | 102 | 26 | 63 | 102 | 26 |
Avg Bars in Winners | 79 | 137 | 32 | 79 | 137 | 32 |
Avg Bars in Losers | 47 | 71 | 19 | 47 | 71 | 19 |
Bars Traded | 4153 | 3279 | 874 | 4153 | 3279 | 874 |
Profit Streak | 13.729 | 0 | 67.229 | 13.729 | 0 | 67.229 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -110927 | 831564 | -313553 | -180963 | -200659 | 377712 |
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{ "first_band": { "type": "swma", "factors": { "length": 232, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 186, "offset": 0 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 232, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 186, "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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