Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1371587.8303 | 1331177.9684 | 40409.862 | 1338181.8831 | 1119610.9463 | 218570.9368 |
Total P&L (%) | 1371.5878 | 1331.178 | 40.4099 | 1338.1819 | 1119.6109 | 218.5709 |
Avg Daily Profit (%) | 0.7552 | 0.7329 | 0.0222 | 0.1469 | 0.1378 | 0.0638 |
Buy And Hold Return (%) | 595.4062 | 595.4062 | 595.4062 | 595.4062 | 595.4062 | 595.4062 |
Max Trade Drawdown | -167237 | -105076 | -130489 | -1998894 | -1206837 | -902589 |
Profit Factor | 2.9416 | 4.5587 | 1.1216 | 1.241 | 1.3591 | 1.0897 |
Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Winning Trades | 45 | 19 | 26 | 45 | 19 | 26 |
Losing Trades | 59 | 33 | 26 | 59 | 33 | 26 |
Profitability (%) | 43.2692 | 36.5385 | 50 | 43.2692 | 36.5385 | 50 |
Ratio Avg Win / Avg Loss | 3.8568 | 7.9178 | 1.1216 | 1.627 | 2.3606 | 1.0897 |
Largest Winning Trade | 859379 | 859379 | 67373 | 1147123 | 1147123 | 849623 |
Largest Losing Trade | -57929 | -30557 | -57929 | -946045 | -946045 | -902589 |
Avg Bars in Trades | 67 | 69 | 65 | 67 | 69 | 65 |
Avg Bars in Winners | 100 | 122 | 84 | 100 | 122 | 84 |
Avg Bars in Losers | 42 | 38 | 46 | 42 | 38 | 46 |
Bars Traded | 7023 | 3598 | 3425 | 7023 | 3598 | 3425 |
Profit Streak | 104.4246 | 104.4246 | 142.4246 | 104.4246 | 104.4246 | 142.4246 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 451785 | -169982 | -594796 | -1924 | -199511 | -574422 |
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{ "first_band": { "type": "swma", "factors": { "length": 110, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 69, "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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