Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 341209.0969 | 291854.7887 | 49354.3081 | 247082.5006 | 34436.9987 | 212645.5019 |
Total P&L (%) | 341.2091 | 291.8548 | 49.3543 | 247.0825 | 34.437 | 212.6455 |
Avg Daily Profit (%) | 0.3171 | 0.2712 | 0.0459 | 0.1157 | 0.0275 | 0.106 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -113295 | -85461 | -47747 | -931522 | -817565 | -400464 |
Profit Factor | 2.0561 | 2.4114 | 1.4244 | 1.1104 | 1.0242 | 1.2604 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 27 | 12 | 15 | 27 | 12 | 15 |
Losing Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Profitability (%) | 44.2623 | 40 | 48.3871 | 44.2623 | 40 | 48.3871 |
Ratio Avg Win / Avg Loss | 2.5892 | 3.6171 | 1.5193 | 1.3983 | 1.5363 | 1.3444 |
Largest Winning Trade | 258177 | 258177 | 36696 | 372917 | 372917 | 283844 |
Largest Losing Trade | -32465 | -32465 | -28602 | -407902 | -407902 | -227666 |
Avg Bars in Trades | 47 | 59 | 35 | 47 | 59 | 35 |
Avg Bars in Winners | 58 | 81 | 41 | 58 | 81 | 41 |
Avg Bars in Losers | 38 | 44 | 31 | 38 | 44 | 31 |
Bars Traded | 2893 | 1779 | 1114 | 2893 | 1779 | 1114 |
Profit Streak | 65.4761 | 0 | 72.8095 | 65.4761 | 0 | 72.8095 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -155141 | 319959 | -131193 | -305267 | -355550 | -51746 |
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{ "first_band": { "type": "swma", "factors": { "length": 125, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 129, "offset": 0 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 125, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 129, "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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