Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 115312.8065 | 65565.5706 | 49747.2359 | 150182.0944 | 82186.0174 | 67996.077 |
Total P&L (%) | 115.3128 | 65.5656 | 49.7472 | 150.1821 | 82.186 | 67.9961 |
Avg Daily Profit (%) | 0.8301 | 0.472 | 0.3581 | 0.6623 | 0.4328 | 0.3742 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -41919 | -35272 | -25204 | -58386 | -35391 | -25762 |
Profit Factor | 1.3929 | 1.4229 | 1.3593 | 1.4497 | 1.4697 | 1.4276 |
Total Trades | 219 | 109 | 110 | 219 | 109 | 110 |
Winning Trades | 116 | 58 | 58 | 116 | 58 | 58 |
Losing Trades | 103 | 51 | 52 | 103 | 51 | 52 |
Profitability (%) | 52.968 | 53.211 | 52.7273 | 52.968 | 53.211 | 52.7273 |
Ratio Avg Win / Avg Loss | 1.2368 | 1.2512 | 1.2187 | 1.2872 | 1.2924 | 1.2799 |
Largest Winning Trade | 19276 | 19276 | 14060 | 33435 | 33435 | 20003 |
Largest Losing Trade | -19574 | -19574 | -9746 | -35391 | -35391 | -21365 |
Avg Bars in Trades | 59 | 61 | 57 | 59 | 61 | 57 |
Avg Bars in Winners | 70 | 73 | 67 | 70 | 73 | 67 |
Avg Bars in Losers | 47 | 47 | 46 | 47 | 47 | 46 |
Bars Traded | 13042 | 6707 | 6335 | 13042 | 6707 | 6335 |
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 | 474358 | 318813 | 229454 | 443550 | 327695 | 293406 |
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{ "first_band": { "type": "swma", "factors": { "length": 84, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 134, "offset": 0 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 84, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 134, "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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