Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 676040.059 | 691134.5147 | -15094.4557 | 117115.0945 | 364244.198 | -247129.1036 |
Total P&L (%) | 676.0401 | 691.1345 | -15.0945 | 117.1151 | 364.2442 | -247.1291 |
Avg Daily Profit (%) | 0.3687 | 0.3769 | -0.0082 | 0.0423 | 0.0838 | 0 |
Buy And Hold Return (%) | 150.315 | 150.315 | 150.315 | 150.315 | 150.315 | 150.315 |
Max Trade Drawdown | -138465 | -105517 | -76338 | -838502 | -525293 | -470944 |
Profit Factor | 2.1033 | 3.4161 | 0.9538 | 1.0477 | 1.3228 | 0.8135 |
Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Winning Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Losing Trades | 48 | 24 | 24 | 48 | 24 | 24 |
Profitability (%) | 40.7407 | 41.4634 | 40 | 40.7407 | 41.4634 | 40 |
Ratio Avg Win / Avg Loss | 3.0594 | 4.8227 | 1.4307 | 1.524 | 1.8675 | 1.2203 |
Largest Winning Trade | 643627 | 643627 | 44842 | 555545 | 555545 | 286925 |
Largest Losing Trade | -38800 | -30072 | -38800 | -290131 | -290131 | -261766 |
Avg Bars in Trades | 131 | 133 | 129 | 131 | 133 | 129 |
Avg Bars in Winners | 231 | 240 | 222 | 231 | 240 | 222 |
Avg Bars in Losers | 62 | 57 | 67 | 62 | 57 | 67 |
Bars Traded | 10641 | 5475 | 5166 | 10641 | 5475 | 5166 |
Profit Streak | 0 | 0 | 45.4504 | 0 | 0 | 45.4504 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -8179 | 399890 | -582415 | -488990 | -87143 | -582415 |
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{ "first_band": { "type": "swma", "factors": { "length": 165, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 73, "offset": 0 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 165, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 73, "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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