Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 603566.8202 | 544715.2235 | 58851.5968 | 47034.8304 | 27960.1794 | 19074.651 |
Total P&L (%) | 603.5668 | 544.7152 | 58.8516 | 47.0348 | 27.9602 | 19.0747 |
Avg Daily Profit (%) | 0.2562 | 0.2312 | 0.025 | 0.0164 | 0.0105 | 0.0074 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -129282 | -94917 | -179925 | -447295 | -400521 | -251718 |
Profit Factor | 1.3954 | 1.6662 | 1.083 | 1.0195 | 1.0222 | 1.0166 |
Total Trades | 337 | 169 | 168 | 337 | 169 | 168 |
Winning Trades | 136 | 60 | 76 | 136 | 60 | 76 |
Losing Trades | 201 | 109 | 92 | 201 | 109 | 92 |
Profitability (%) | 40.3561 | 35.503 | 45.2381 | 40.3561 | 35.503 | 45.2381 |
Ratio Avg Win / Avg Loss | 2.0624 | 3.0269 | 1.3111 | 1.5068 | 1.857 | 1.2306 |
Largest Winning Trade | 359455 | 359455 | 48156 | 354740 | 354740 | 98090 |
Largest Losing Trade | -35043 | -24888 | -35043 | -151021 | -96807 | -151021 |
Avg Bars in Trades | 13 | 13 | 14 | 13 | 13 | 14 |
Avg Bars in Winners | 21 | 21 | 21 | 21 | 21 | 21 |
Avg Bars in Losers | 8 | 8 | 8 | 8 | 8 | 8 |
Bars Traded | 4652 | 2227 | 2425 | 4652 | 2227 | 2425 |
Profit Streak | 0 | 0 | 19.6945 | 0 | 0 | 19.6945 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 309081 | 231488 | -290116 | -372242 | -382191 | -393398 |
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{ "first_band": { "type": "swma", "factors": { "length": 19, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 10, "offset": 0 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 19, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 10, "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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