Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2608816.6994 | 2539554.9366 | 69261.7628 | 45373419.9089 | 26475634.7441 | 18897785.1648 |
Total P&L (%) | 2608.8167 | 2539.5549 | 69.2618 | 45373.4199 | 26475.6347 | 18897.7852 |
Avg Daily Profit (%) | 1.1486 | 1.1181 | 0.0305 | 0.2698 | 0.2461 | 0.2313 |
Buy And Hold Return (%) | 9176.4788 | 9176.4788 | 9176.4788 | 9176.4788 | 9176.4788 | 9176.4788 |
Max Trade Drawdown | -93911 | -87222 | -57431 | -70979891 | -48676339 | -29384096 |
Profit Factor | 6.3957 | 10.6039 | 1.3162 | 1.5064 | 1.4683 | 1.5718 |
Total Trades | 109 | 54 | 55 | 109 | 54 | 55 |
Winning Trades | 58 | 28 | 30 | 58 | 28 | 30 |
Losing Trades | 51 | 26 | 25 | 51 | 26 | 25 |
Profitability (%) | 53.211 | 51.8519 | 54.5455 | 53.211 | 51.8519 | 54.5455 |
Ratio Avg Win / Avg Loss | 5.6238 | 9.8465 | 1.0968 | 1.3246 | 1.3634 | 1.3098 |
Largest Winning Trade | 1801746 | 1801746 | 33832 | 49647546 | 49647546 | 27644997 |
Largest Losing Trade | -38283 | -38283 | -29745 | -34812964 | -34812964 | -7394176 |
Avg Bars in Trades | 80 | 112 | 49 | 80 | 112 | 49 |
Avg Bars in Winners | 95 | 142 | 51 | 95 | 142 | 51 |
Avg Bars in Losers | 64 | 81 | 47 | 64 | 81 | 47 |
Bars Traded | 8824 | 6092 | 2732 | 8824 | 6092 | 2732 |
Profit Streak | 0 | 94.2034 | 0 | 0 | 94.2034 | 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 | -143074 | -323063 | -497207 | 334914 | -172925 | -175909 |
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{ "first_band": { "type": "swma", "factors": { "length": 212, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 187, "offset": 0 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 212, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 187, "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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