Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 391730.4056 | 355345.3956 | 36385.01 | 36125.7482 | 152174.6811 | -116048.9329 |
Total P&L (%) | 391.7304 | 355.3454 | 36.385 | 36.1257 | 152.1747 | -116.0489 |
Avg Daily Profit (%) | 0.2108 | 0.1912 | 0.0196 | 0.0166 | 0.0498 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -150283 | -179188 | -74101 | -245810 | -160411 | -174245 |
Profit Factor | 1.66 | 2.2338 | 1.1191 | 1.048 | 1.4664 | 0.7274 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 34 | 16 | 18 | 34 | 16 | 18 |
Losing Trades | 39 | 21 | 18 | 39 | 21 | 18 |
Profitability (%) | 46.5753 | 43.2432 | 50 | 46.5753 | 43.2432 | 50 |
Ratio Avg Win / Avg Loss | 1.9041 | 2.9319 | 1.1191 | 1.2022 | 1.9247 | 0.7274 |
Largest Winning Trade | 236553 | 236553 | 59767 | 161750 | 161750 | 90161 |
Largest Losing Trade | -54198 | -39077 | -54198 | -111279 | -41590 | -111279 |
Avg Bars in Trades | 48 | 55 | 42 | 48 | 55 | 42 |
Avg Bars in Winners | 67 | 80 | 55 | 67 | 80 | 55 |
Avg Bars in Losers | 32 | 36 | 29 | 32 | 36 | 29 |
Bars Traded | 3563 | 2038 | 1525 | 3563 | 2038 | 1525 |
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 | -66752 | 330306 | -258768 | -418532 | -126841 | -580780 |
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{ "first_band": { "type": "swma", "factors": { "length": 77, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 48, "offset": 0 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 77, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 48, "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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