Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1159216.1775 | 1172235.1412 | -13018.9637 | 631721.0859 | 1094180.8272 | -462459.7413 |
Total P&L (%) | 1159.2162 | 1172.2351 | -13.019 | 631.7211 | 1094.1808 | -462.4597 |
Avg Daily Profit (%) | 0.6392 | 0.6463 | -0.0072 | 0.1098 | 0.1368 | 0 |
Buy And Hold Return (%) | 544.4444 | 544.4444 | 544.4444 | 544.4444 | 544.4444 | 544.4444 |
Max Trade Drawdown | -124631 | -80660 | -149057 | -807816 | -438587 | -779700 |
Profit Factor | 2.6646 | 4.6084 | 0.965 | 1.1958 | 1.73 | 0.7322 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Losing Trades | 50 | 24 | 26 | 50 | 24 | 26 |
Profitability (%) | 39.0244 | 41.4634 | 36.5854 | 39.0244 | 41.4634 | 36.5854 |
Ratio Avg Win / Avg Loss | 4.1634 | 6.506 | 1.6726 | 1.8685 | 2.4423 | 1.2691 |
Largest Winning Trade | 738642 | 738642 | 78123 | 808864 | 808864 | 348949 |
Largest Losing Trade | -62442 | -31207 | -62442 | -359620 | -288332 | -359620 |
Avg Bars in Trades | 64 | 62 | 66 | 64 | 62 | 66 |
Avg Bars in Winners | 102 | 90 | 116 | 102 | 90 | 116 |
Avg Bars in Losers | 40 | 43 | 37 | 40 | 43 | 37 |
Bars Traded | 5279 | 2572 | 2707 | 5279 | 2572 | 2707 |
Profit Streak | 101.7733 | 101.7733 | 123.4399 | 101.7733 | 101.7733 | 123.4399 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -843 | 387666 | -582222 | -177575 | -16211 | -583333 |
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{ "first_band": { "type": "swma", "factors": { "length": 84, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 35, "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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