Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 655310.7679 | 557066.6385 | 98244.1294 | 210880.5168 | 328511.8607 | -117631.344 |
Total P&L (%) | 655.3108 | 557.0666 | 98.2441 | 210.8805 | 328.5119 | -117.6313 |
Avg Daily Profit (%) | 0.4093 | 0.3479 | 0.0614 | 0.0709 | 0.0909 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -105832 | -89308 | -141838 | -671127 | -363578 | -756270 |
Profit Factor | 1.8819 | 2.2953 | 1.3139 | 1.0844 | 1.2518 | 0.9016 |
Total Trades | 111 | 56 | 55 | 111 | 56 | 55 |
Winning Trades | 42 | 17 | 25 | 42 | 17 | 25 |
Losing Trades | 69 | 39 | 30 | 69 | 39 | 30 |
Profitability (%) | 37.8378 | 30.3571 | 45.4545 | 37.8378 | 30.3571 | 45.4545 |
Ratio Avg Win / Avg Loss | 3.0917 | 5.2656 | 1.5767 | 1.7814 | 2.8719 | 1.0819 |
Largest Winning Trade | 403456 | 403456 | 54373 | 424128 | 424128 | 148324 |
Largest Losing Trade | -40134 | -26575 | -40134 | -315142 | -151767 | -315142 |
Avg Bars in Trades | 169 | 162 | 177 | 169 | 162 | 177 |
Avg Bars in Winners | 267 | 290 | 251 | 267 | 290 | 251 |
Avg Bars in Losers | 110 | 106 | 115 | 110 | 106 | 115 |
Bars Traded | 18850 | 9097 | 9753 | 18850 | 9097 | 9753 |
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 | 322697 | -174300 | -291542 | -229382 | -258654 | -760934 |
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{ "first_band": { "type": "swma", "factors": { "length": 233, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 91, "offset": 0 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 233, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 91, "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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