Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1353198.3476 | 1249405.136 | 103793.2117 | 8466534.8029 | 7077751.1226 | 1388783.6803 |
Total P&L (%) | 1353.1983 | 1249.4051 | 103.7932 | 8466.5348 | 7077.7511 | 1388.7837 |
Avg Daily Profit (%) | 0.7468 | 0.6895 | 0.0573 | 0.2459 | 0.2361 | 0.1491 |
Buy And Hold Return (%) | 437.0108 | 437.0108 | 437.0108 | 437.0108 | 437.0108 | 437.0108 |
Max Trade Drawdown | -85182 | -65730 | -59621 | -4420177 | -4441510 | -3072372 |
Profit Factor | 3.3652 | 5.7304 | 1.337 | 1.3204 | 1.5882 | 1.0965 |
Total Trades | 106 | 53 | 53 | 106 | 53 | 53 |
Winning Trades | 41 | 19 | 22 | 41 | 19 | 22 |
Losing Trades | 65 | 34 | 31 | 65 | 34 | 31 |
Profitability (%) | 38.6792 | 35.8491 | 41.5094 | 38.6792 | 35.8491 | 41.5094 |
Ratio Avg Win / Avg Loss | 5.3351 | 10.2544 | 1.8839 | 2.0934 | 2.8421 | 1.5451 |
Largest Winning Trade | 769501 | 769501 | 69907 | 4293513 | 4293513 | 3376461 |
Largest Losing Trade | -37357 | -22372 | -37357 | -2215891 | -2215891 | -2082796 |
Avg Bars in Trades | 99 | 98 | 100 | 99 | 98 | 100 |
Avg Bars in Winners | 160 | 150 | 168 | 160 | 150 | 168 |
Avg Bars in Losers | 61 | 69 | 52 | 61 | 69 | 52 |
Bars Traded | 10562 | 5215 | 5347 | 10562 | 5215 | 5347 |
Profit Streak | 0 | 100.4026 | 0 | 0 | 100.4026 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 432004 | -167284 | -464145 | 202655 | -173297 | -293093 |
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{ "first_band": { "type": "swma", "factors": { "length": 124, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 64, "offset": 0 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 124, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 64, "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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