Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2054579.5261 | 2055003.3849 | -423.8588 | -45624.3673 | -565146.662 | 519522.2947 |
Total P&L (%) | 2054.5795 | 2055.0034 | -0.4239 | -45.6244 | -565.1467 | 519.5223 |
Avg Daily Profit (%) | 1.1509 | 1.1512 | -0.0002 | -0.0341 | 0 | 0.1022 |
Buy And Hold Return (%) | 257.7746 | 257.7746 | 257.7746 | 257.7746 | 257.7746 | 257.7746 |
Max Trade Drawdown | -273942 | -257449 | -85336 | -2528656 | -3036176 | -612751 |
Profit Factor | 4.8251 | 6.0974 | 0.9968 | 0.9889 | 0.8296 | 1.6598 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 26 | 10 | 16 | 26 | 10 | 16 |
Losing Trades | 41 | 23 | 18 | 41 | 23 | 18 |
Profitability (%) | 38.806 | 30.303 | 47.0588 | 38.806 | 30.303 | 47.0588 |
Ratio Avg Win / Avg Loss | 7.6089 | 14.0241 | 1.1214 | 1.5594 | 1.9082 | 1.8673 |
Largest Winning Trade | 2308715 | 2308715 | 36973 | 2468767 | 2468767 | 653981 |
Largest Losing Trade | -41206 | -41206 | -25527 | -1004103 | -1004103 | -399881 |
Avg Bars in Trades | 127 | 241 | 16 | 127 | 241 | 16 |
Avg Bars in Winners | 164 | 393 | 21 | 164 | 393 | 21 |
Avg Bars in Losers | 103 | 175 | 11 | 103 | 175 | 11 |
Bars Traded | 8527 | 7977 | 550 | 8527 | 7977 | 550 |
Profit Streak | 0 | 165.4073 | 0 | 0 | 165.4073 | 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 | -104493 | 536176 | -579994 | -703631 | -585105 | -60628 |
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{ "first_band": { "type": "swma", "factors": { "length": 213, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 95, "offset": 0 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 213, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 95, "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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