Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 812286.6434 | 784940.1662 | 27346.4772 | 402297.3547 | 382279.3099 | 20018.0449 |
Total P&L (%) | 812.2866 | 784.9402 | 27.3465 | 402.2974 | 382.2793 | 20.018 |
Avg Daily Profit (%) | 0.4412 | 0.4264 | 0.0149 | 0.0877 | 0.0855 | 0.0099 |
Buy And Hold Return (%) | 146.2895 | 146.2895 | 146.2895 | 146.2895 | 146.2895 | 146.2895 |
Max Trade Drawdown | -182993 | -98191 | -94660 | -572209 | -410733 | -293773 |
Profit Factor | 2.2911 | 3.4408 | 1.0889 | 1.1833 | 1.3215 | 1.0199 |
Total Trades | 99 | 50 | 49 | 99 | 50 | 49 |
Winning Trades | 44 | 22 | 22 | 44 | 22 | 22 |
Losing Trades | 55 | 28 | 27 | 55 | 28 | 27 |
Profitability (%) | 44.4444 | 44 | 44.898 | 44.4444 | 44 | 44.898 |
Ratio Avg Win / Avg Loss | 2.8639 | 4.3792 | 1.3364 | 1.4791 | 1.6819 | 1.2517 |
Largest Winning Trade | 675241 | 675241 | 53882 | 427671 | 427671 | 188439 |
Largest Losing Trade | -31840 | -31840 | -31597 | -162575 | -162575 | -111105 |
Avg Bars in Trades | 71 | 72 | 70 | 71 | 72 | 70 |
Avg Bars in Winners | 109 | 107 | 110 | 109 | 107 | 110 |
Avg Bars in Losers | 41 | 44 | 38 | 41 | 44 | 38 |
Bars Traded | 7074 | 3604 | 3469 | 7074 | 3604 | 3469 |
Profit Streak | 13.9703 | 30.4703 | 0 | 13.9703 | 30.4703 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 439074 | -166384 | -463386 | -99443 | -262785 | -545902 |
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{ "first_band": { "type": "swma", "factors": { "length": 38, "offset": 72 } }, "second_band": { "type": "dcm", "factors": { "length": 99, "offset": 0 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 38, "offset": 72 } }, "second_band": { "type": "dcm", "factors": { "length": 99, "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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