Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1333923.0775 | 1260154.5946 | 73768.4829 | 6069857.4723 | 6028284.3808 | 41573.0915 |
Total P&L (%) | 1333.9231 | 1260.1546 | 73.7685 | 6069.8575 | 6028.2844 | 41.5731 |
Avg Daily Profit (%) | 0.7329 | 0.6923 | 0.0405 | 0.2267 | 0.2264 | 0.0191 |
Buy And Hold Return (%) | 563.3719 | 563.3719 | 563.3719 | 563.3719 | 563.3719 | 563.3719 |
Max Trade Drawdown | -84672 | -64554 | -67711 | -6465726 | -5784331 | -4583398 |
Profit Factor | 3.0063 | 5.5384 | 1.1905 | 1.2281 | 1.5435 | 1.0027 |
Total Trades | 117 | 58 | 59 | 117 | 58 | 59 |
Winning Trades | 45 | 22 | 23 | 45 | 22 | 23 |
Losing Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Profitability (%) | 38.4615 | 37.931 | 38.9831 | 38.4615 | 37.931 | 38.9831 |
Ratio Avg Win / Avg Loss | 4.8101 | 9.0629 | 1.8634 | 1.9649 | 2.5258 | 1.5694 |
Largest Winning Trade | 793668 | 793668 | 74571 | 4991265 | 4991265 | 3804836 |
Largest Losing Trade | -49034 | -24933 | -49034 | -1790671 | -1726478 | -1790671 |
Avg Bars in Trades | 91 | 86 | 95 | 91 | 86 | 95 |
Avg Bars in Winners | 170 | 152 | 186 | 170 | 152 | 186 |
Avg Bars in Losers | 41 | 46 | 37 | 41 | 46 | 37 |
Bars Traded | 10672 | 5022 | 5650 | 10672 | 5022 | 5650 |
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 | 349938 | -169901 | -495637 | 174425 | -174080 | -730828 |
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{ "first_band": { "type": "swma", "factors": { "length": 127, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 16, "offset": 0 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 127, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 16, "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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