Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1206935.5189 | 1181763.9026 | 25171.6163 | 1019870.392 | 759533.8147 | 260336.5773 |
Total P&L (%) | 1206.9355 | 1181.7639 | 25.1716 | 1019.8704 | 759.5338 | 260.3366 |
Avg Daily Profit (%) | 0.6649 | 0.651 | 0.0139 | 0.1332 | 0.1186 | 0.0706 |
Buy And Hold Return (%) | 605.8567 | 605.8567 | 605.8567 | 605.8567 | 605.8567 | 605.8567 |
Max Trade Drawdown | -129599 | -148648 | -38008 | -2181782 | -2321781 | -687195 |
Profit Factor | 2.9146 | 3.6545 | 1.1359 | 1.1155 | 1.1185 | 1.1074 |
Total Trades | 129 | 64 | 65 | 129 | 64 | 65 |
Winning Trades | 58 | 26 | 32 | 58 | 26 | 32 |
Losing Trades | 71 | 38 | 33 | 71 | 38 | 33 |
Profitability (%) | 44.9612 | 40.625 | 49.2308 | 44.9612 | 40.625 | 49.2308 |
Ratio Avg Win / Avg Loss | 3.5679 | 5.3411 | 1.1714 | 1.3655 | 1.6348 | 1.142 |
Largest Winning Trade | 710208 | 710208 | 19813 | 1243357 | 1243357 | 325527 |
Largest Losing Trade | -39608 | -39608 | -21123 | -1092047 | -1092047 | -506851 |
Avg Bars in Trades | 80 | 138 | 24 | 80 | 138 | 24 |
Avg Bars in Winners | 112 | 215 | 29 | 112 | 215 | 29 |
Avg Bars in Losers | 54 | 85 | 19 | 54 | 85 | 19 |
Bars Traded | 10418 | 8844 | 1574 | 10418 | 8844 | 1574 |
Profit Streak | 0 | 77.8726 | 0 | 0 | 77.8726 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 324633 | -131063 | -542807 | -118942 | -352717 | -498495 |
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{ "first_band": { "type": "swma", "factors": { "length": 143, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 51, "offset": 0 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 143, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 51, "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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