Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3113233.5856 | 2987162.4499 | 126071.1357 | 157620759.7388 | 112866028.2561 | 44754731.4826 |
Total P&L (%) | 3113.2336 | 2987.1625 | 126.0711 | 157620.7597 | 112866.0283 | 44754.7315 |
Avg Daily Profit (%) | 1.3735 | 1.3179 | 0.0556 | 0.3254 | 0.3106 | 0.2697 |
Buy And Hold Return (%) | 10672.5532 | 10672.5532 | 10672.5532 | 10672.5532 | 10672.5532 | 10672.5532 |
Max Trade Drawdown | -93919 | -77765 | -35611 | -25939244 | -36303755 | -18596448 |
Profit Factor | 8.3399 | 11.0143 | 2.0017 | 2.3596 | 2.3813 | 2.3077 |
Total Trades | 101 | 50 | 51 | 101 | 50 | 51 |
Winning Trades | 55 | 23 | 32 | 55 | 23 | 32 |
Losing Trades | 46 | 27 | 19 | 46 | 27 | 19 |
Profitability (%) | 54.4554 | 46 | 62.7451 | 54.4554 | 46 | 62.7451 |
Ratio Avg Win / Avg Loss | 6.9752 | 12.9298 | 1.1885 | 1.9734 | 2.7954 | 1.3702 |
Largest Winning Trade | 2045582 | 2045582 | 39949 | 63910734 | 63910734 | 18539867 |
Largest Losing Trade | -26419 | -26419 | -25060 | -25939244 | -25939244 | -18596448 |
Avg Bars in Trades | 65 | 92 | 37 | 65 | 92 | 37 |
Avg Bars in Winners | 72 | 112 | 43 | 72 | 112 | 43 |
Avg Bars in Losers | 56 | 76 | 27 | 56 | 76 | 27 |
Bars Traded | 6574 | 4648 | 1926 | 6574 | 4648 | 1926 |
Profit Streak | 0 | 143.0238 | 0 | 0 | 143.0238 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -142739 | -323893 | -460134 | 520197 | -166740 | -168536 |
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{ "first_band": { "type": "swma", "factors": { "length": 12, "offset": 94 } }, "second_band": { "type": "dcm", "factors": { "length": 194, "offset": 0 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 12, "offset": 94 } }, "second_band": { "type": "dcm", "factors": { "length": 194, "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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