Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 598403.5217 | 577187.4767 | 21216.0451 | 582834.1294 | 492852.9521 | 89981.1774 |
Total P&L (%) | 598.4035 | 577.1875 | 21.216 | 582.8341 | 492.853 | 89.9812 |
Avg Daily Profit (%) | 0.2382 | 0.2298 | 0.0084 | 0.0765 | 0.0709 | 0.0256 |
Buy And Hold Return (%) | 227.2479 | 227.2479 | 227.2479 | 227.2479 | 227.2479 | 227.2479 |
Max Trade Drawdown | -93822 | -62237 | -86854 | -605132 | -448649 | -205734 |
Profit Factor | 2.2702 | 3.6969 | 1.0825 | 1.3074 | 1.5135 | 1.0961 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 34 | 16 | 18 | 34 | 16 | 18 |
Losing Trades | 43 | 23 | 20 | 43 | 23 | 20 |
Profitability (%) | 44.1558 | 41.0256 | 47.3684 | 44.1558 | 41.0256 | 47.3684 |
Ratio Avg Win / Avg Loss | 2.8712 | 5.3143 | 1.2028 | 1.6534 | 2.1756 | 1.2179 |
Largest Winning Trade | 399758 | 399758 | 39862 | 463912 | 463912 | 187921 |
Largest Losing Trade | -47407 | -33466 | -47407 | -223207 | -223207 | -177688 |
Avg Bars in Trades | 124 | 122 | 126 | 124 | 122 | 126 |
Avg Bars in Winners | 214 | 205 | 222 | 214 | 205 | 222 |
Avg Bars in Losers | 52 | 64 | 39 | 52 | 64 | 39 |
Bars Traded | 9560 | 4768 | 4792 | 9560 | 4768 | 4792 |
Profit Streak | 92.3923 | 127.1423 | 0 | 92.3923 | 127.1423 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -38742 | 313520 | -478081 | -140632 | -104471 | -440342 |
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{ "first_band": { "type": "swma", "factors": { "length": 231, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 50, "offset": 0 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 231, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 50, "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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