Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 710992.5513 | 832921.0484 | -121928.497 | -37541.3819 | 2113693.8327 | -2151235.2145 |
Total P&L (%) | 710.9926 | 832.921 | -121.9285 | -37.5414 | 2113.6938 | -2151.2352 |
Avg Daily Profit (%) | 0.3911 | 0.4582 | -0.0671 | -0.0259 | 0.1705 | 0 |
Buy And Hold Return (%) | 829.1927 | 829.1927 | 829.1927 | 829.1927 | 829.1927 | 829.1927 |
Max Trade Drawdown | -285215 | -167390 | -153420 | -2714270 | -527583 | -2271019 |
Profit Factor | 2.1011 | 3.5343 | 0.6154 | 0.9881 | 3.9383 | 0.1136 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 29 | 15 | 14 | 29 | 15 | 14 |
Losing Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Profitability (%) | 41.4286 | 42.8571 | 40 | 41.4286 | 42.8571 | 40 |
Ratio Avg Win / Avg Loss | 2.9706 | 4.7124 | 0.9231 | 1.3969 | 5.251 | 0.1704 |
Largest Winning Trade | 410985 | 410985 | 54224 | 2218170 | 2218170 | 128858 |
Largest Losing Trade | -68795 | -44045 | -68795 | -1897312 | -315370 | -1897312 |
Avg Bars in Trades | 49 | 69 | 29 | 49 | 69 | 29 |
Avg Bars in Winners | 71 | 109 | 30 | 71 | 109 | 30 |
Avg Bars in Losers | 33 | 39 | 28 | 33 | 39 | 28 |
Bars Traded | 3459 | 2423 | 1036 | 3459 | 2423 | 1036 |
Profit Streak | 0 | 85.0431 | 0 | 0 | 85.0431 | 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 | -254222 | -149643 | -584398 | -681222 | 326189 | -584398 |
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{ "first_band": { "type": "swma", "factors": { "length": 158, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 139, "offset": 0 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 158, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 139, "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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