Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 965057.513 | 804369.1756 | 160688.3374 | 8920129.9546 | 2954013.6176 | 5966116.337 |
Total P&L (%) | 965.0575 | 804.3692 | 160.6883 | 8920.13 | 2954.0136 | 5966.1163 |
Avg Daily Profit (%) | 0.3849 | 0.3208 | 0.0641 | 0.1797 | 0.1365 | 0.1639 |
Buy And Hold Return (%) | 269.1999 | 269.1999 | 269.1999 | 269.1999 | 269.1999 | 269.1999 |
Max Trade Drawdown | -81784 | -46468 | -53493 | -10416694 | -7288381 | -5923602 |
Profit Factor | 3.8146 | 4.5687 | 2.3679 | 1.306 | 1.1472 | 1.6564 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Losing Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Profitability (%) | 51.5625 | 50 | 53.125 | 51.5625 | 50 | 53.125 |
Ratio Avg Win / Avg Loss | 3.5834 | 4.5687 | 2.0893 | 1.2268 | 1.1472 | 1.4616 |
Largest Winning Trade | 425518 | 425518 | 53986 | 6637022 | 6637022 | 2692070 |
Largest Losing Trade | -28963 | -28963 | -27504 | -3380884 | -3380884 | -3228013 |
Avg Bars in Trades | 111 | 160 | 63 | 111 | 160 | 63 |
Avg Bars in Winners | 142 | 191 | 96 | 142 | 191 | 96 |
Avg Bars in Losers | 79 | 129 | 26 | 79 | 129 | 26 |
Bars Traded | 7162 | 5124 | 2038 | 7162 | 5124 | 2038 |
Profit Streak | 0 | 0 | 336.6059 | 0 | 0 | 336.6059 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -129344 | 482225 | -266895 | -135312 | -69054 | 412996 |
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{ "first_band": { "type": "swma", "factors": { "length": 160, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 231, "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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