Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1221481.9561 | 1077597.5915 | 143884.3645 | 1047737.8671 | 300198.0282 | 747539.8388 |
Total P&L (%) | 1221.482 | 1077.5976 | 143.8844 | 1047.7379 | 300.198 | 747.5398 |
Avg Daily Profit (%) | 0.6552 | 0.578 | 0.0772 | 0.131 | 0.0744 | 0.1147 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -131203 | -111969 | -98876 | -1291177 | -1102031 | -932383 |
Profit Factor | 3.8306 | 5.8639 | 1.6853 | 1.2845 | 1.1578 | 1.4199 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 33 | 14 | 19 | 33 | 14 | 19 |
Losing Trades | 40 | 23 | 17 | 40 | 23 | 17 |
Profitability (%) | 45.2055 | 37.8378 | 52.7778 | 45.2055 | 37.8378 | 52.7778 |
Ratio Avg Win / Avg Loss | 4.6432 | 9.6335 | 1.5079 | 1.557 | 1.9021 | 1.2704 |
Largest Winning Trade | 1102289 | 1102289 | 64816 | 1102289 | 1102289 | 484696 |
Largest Losing Trade | -37901 | -37901 | -32202 | -363239 | -363239 | -339254 |
Avg Bars in Trades | 98 | 87 | 108 | 98 | 87 | 108 |
Avg Bars in Winners | 148 | 131 | 161 | 148 | 131 | 161 |
Avg Bars in Losers | 56 | 61 | 50 | 56 | 61 | 50 |
Bars Traded | 7162 | 3243 | 3919 | 7162 | 3243 | 3919 |
Profit Streak | 0 | 0 | 334.1445 | 0 | 0 | 334.1445 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -59276 | 539027 | -85003 | -94778 | -144169 | -36930 |
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{ "first_band": { "type": "swma", "factors": { "length": 166, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 91, "offset": 0 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 166, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 91, "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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