Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1253884.0339 | 1213058.2356 | 40825.7983 | 1589860.32 | 902068.0347 | 687792.2853 |
Total P&L (%) | 1253.884 | 1213.0582 | 40.8258 | 1589.8603 | 902.068 | 687.7923 |
Avg Daily Profit (%) | 0.6907 | 0.6682 | 0.0225 | 0.1558 | 0.127 | 0.1138 |
Buy And Hold Return (%) | 610.0636 | 610.0636 | 610.0636 | 610.0636 | 610.0636 | 610.0636 |
Max Trade Drawdown | -120116 | -75138 | -87913 | -5466809 | -3519848 | -2819709 |
Profit Factor | 2.7071 | 4.131 | 1.1176 | 1.1064 | 1.1082 | 1.104 |
Total Trades | 136 | 68 | 68 | 136 | 68 | 68 |
Winning Trades | 65 | 30 | 35 | 65 | 30 | 35 |
Losing Trades | 71 | 38 | 33 | 71 | 38 | 33 |
Profitability (%) | 47.7941 | 44.1176 | 51.4706 | 47.7941 | 44.1176 | 51.4706 |
Ratio Avg Win / Avg Loss | 2.9569 | 5.2325 | 1.0538 | 1.2085 | 1.4038 | 1.041 |
Largest Winning Trade | 733254 | 733254 | 67439 | 2329456 | 2329456 | 1161677 |
Largest Losing Trade | -41674 | -30083 | -41674 | -2152957 | -2152957 | -2085269 |
Avg Bars in Trades | 25 | 26 | 24 | 25 | 26 | 24 |
Avg Bars in Winners | 35 | 39 | 32 | 35 | 39 | 32 |
Avg Bars in Losers | 16 | 16 | 16 | 16 | 16 | 16 |
Bars Traded | 3499 | 1820 | 1679 | 3499 | 1820 | 1679 |
Profit Streak | 0 | 103.7591 | 0 | 0 | 103.7591 | 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 | 383625 | -98676 | -528454 | -99525 | -252262 | -381641 |
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{ "first_band": { "type": "swma", "factors": { "length": 50, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 33, "offset": 0 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 50, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 33, "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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