Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 413896.1853 | 339383.1298 | 74513.0555 | 263673.5429 | 109152.7233 | 154520.8196 |
Total P&L (%) | 413.8962 | 339.3831 | 74.5131 | 263.6735 | 109.1527 | 154.5208 |
Avg Daily Profit (%) | 0.3974 | 0.3258 | 0.0715 | 0.124 | 0.0709 | 0.0897 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -145695 | -106693 | -63957 | -975223 | -634228 | -361744 |
Profit Factor | 1.7589 | 2.1587 | 1.2951 | 1.1257 | 1.095 | 1.1627 |
Total Trades | 133 | 67 | 66 | 133 | 67 | 66 |
Winning Trades | 52 | 21 | 31 | 52 | 21 | 31 |
Losing Trades | 81 | 46 | 35 | 81 | 46 | 35 |
Profitability (%) | 39.0977 | 31.3433 | 46.9697 | 39.0977 | 31.3433 | 46.9697 |
Ratio Avg Win / Avg Loss | 2.7398 | 4.7286 | 1.4622 | 1.7534 | 2.3986 | 1.3127 |
Largest Winning Trade | 290898 | 290898 | 34340 | 343285 | 343285 | 282828 |
Largest Losing Trade | -37818 | -37818 | -29335 | -206987 | -206987 | -148452 |
Avg Bars in Trades | 185 | 180 | 189 | 185 | 180 | 189 |
Avg Bars in Winners | 304 | 307 | 302 | 304 | 307 | 302 |
Avg Bars in Losers | 108 | 123 | 88 | 108 | 123 | 88 |
Bars Traded | 24609 | 12122 | 12487 | 24609 | 12122 | 12487 |
Profit Streak | 19.2504 | 32.0837 | 0 | 19.2504 | 32.0837 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 335305 | -110413 | -223007 | -111963 | -336432 | -240346 |
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{ "first_band": { "type": "swma", "factors": { "length": 245, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 139, "offset": 0 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 245, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 139, "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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