Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 580971.6307 | 494191.0949 | 86780.5357 | 511595.3324 | 849413.8141 | -337818.4818 |
Total P&L (%) | 580.9716 | 494.1911 | 86.7805 | 511.5953 | 849.4138 | -337.8185 |
Avg Daily Profit (%) | 0.2939 | 0.25 | 0.0439 | 0.0917 | 0.1139 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -112751 | -149072 | -54534 | -1829586 | -1367026 | -996617 |
Profit Factor | 1.705 | 2.0068 | 1.2605 | 1.1041 | 1.286 | 0.8262 |
Total Trades | 170 | 85 | 85 | 170 | 85 | 85 |
Winning Trades | 80 | 37 | 43 | 80 | 37 | 43 |
Losing Trades | 90 | 48 | 42 | 90 | 48 | 42 |
Profitability (%) | 47.0588 | 43.5294 | 50.5882 | 47.0588 | 43.5294 | 50.5882 |
Ratio Avg Win / Avg Loss | 1.9182 | 2.6034 | 1.2311 | 1.2421 | 1.6683 | 0.8069 |
Largest Winning Trade | 183521 | 183521 | 51395 | 1362349 | 1362349 | 310806 |
Largest Losing Trade | -69670 | -69670 | -35623 | -943979 | -943979 | -749760 |
Avg Bars in Trades | 45 | 64 | 25 | 45 | 64 | 25 |
Avg Bars in Winners | 54 | 79 | 31 | 54 | 79 | 31 |
Avg Bars in Losers | 37 | 52 | 19 | 37 | 52 | 19 |
Bars Traded | 7673 | 5488 | 2185 | 7673 | 5488 | 2185 |
Profit Streak | 486.8206 | 486.8206 | 599.0706 | 486.8206 | 486.8206 | 599.0706 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 460027 | 345712 | -133443 | -175472 | -41643 | -579792 |
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{ "first_band": { "type": "swma", "factors": { "length": 127, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 113, "offset": 0 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 127, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 113, "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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