Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 602179.5825 | 563619.5762 | 38560.0064 | 960180.8781 | 1139798.6228 | -179617.7447 |
Total P&L (%) | 602.1796 | 563.6196 | 38.56 | 960.1809 | 1139.7986 | -179.6177 |
Avg Daily Profit (%) | 0.3722 | 0.3483 | 0.0238 | 0.146 | 0.1557 | 0 |
Buy And Hold Return (%) | 23.906 | 23.906 | 23.906 | 23.906 | 23.906 | 23.906 |
Max Trade Drawdown | -149620 | -96636 | -184857 | -659600 | -512050 | -692014 |
Profit Factor | 1.8037 | 2.8888 | 1.0855 | 1.2764 | 1.8124 | 0.9132 |
Total Trades | 143 | 72 | 71 | 143 | 72 | 71 |
Winning Trades | 60 | 33 | 27 | 60 | 33 | 27 |
Losing Trades | 83 | 39 | 44 | 83 | 39 | 44 |
Profitability (%) | 41.958 | 45.8333 | 38.0282 | 41.958 | 45.8333 | 38.0282 |
Ratio Avg Win / Avg Loss | 2.4951 | 3.4141 | 1.769 | 1.7657 | 2.1419 | 1.4883 |
Largest Winning Trade | 194012 | 194012 | 74726 | 359487 | 359487 | 257212 |
Largest Losing Trade | -47211 | -36916 | -47211 | -201427 | -201427 | -187384 |
Avg Bars in Trades | 131 | 68 | 195 | 131 | 68 | 195 |
Avg Bars in Winners | 213 | 106 | 344 | 213 | 106 | 344 |
Avg Bars in Losers | 72 | 36 | 104 | 72 | 36 | 104 |
Bars Traded | 18839 | 4943 | 13896 | 18839 | 4943 | 13896 |
Profit Streak | 0 | 0 | 572.9539 | 0 | 0 | 572.9539 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 366546 | -66257 | -386488 | 22239 | -69981 | -669766 |
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{ "first_band": { "type": "swma", "factors": { "length": 227, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 37, "offset": 0 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 227, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 37, "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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