Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2460078.209 | 2342883.8043 | 117194.4047 | 7060107.8637 | 2312249.2779 | 4747858.5858 |
Total P&L (%) | 2460.0782 | 2342.8838 | 117.1944 | 7060.1079 | 2312.2493 | 4747.8586 |
Avg Daily Profit (%) | 1.3238 | 1.2607 | 0.0631 | 0.2301 | 0.1714 | 0.2091 |
Buy And Hold Return (%) | 116.4612 | 116.4612 | 116.4612 | 116.4612 | 116.4612 | 116.4612 |
Max Trade Drawdown | -120989 | -79821 | -62339 | -9964637 | -8914669 | -2931731 |
Profit Factor | 5.155 | 8.4591 | 1.4216 | 1.2229 | 1.1188 | 1.3889 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 31 | 14 | 17 | 31 | 14 | 17 |
Losing Trades | 63 | 33 | 30 | 63 | 33 | 30 |
Profitability (%) | 32.9787 | 29.7872 | 36.1702 | 32.9787 | 29.7872 | 36.1702 |
Ratio Avg Win / Avg Loss | 10.4763 | 19.9392 | 2.5087 | 2.4853 | 2.6372 | 2.4509 |
Largest Winning Trade | 2065386 | 2065386 | 73791 | 6796451 | 6643157 | 6796451 |
Largest Losing Trade | -23139 | -23139 | -22244 | -3787585 | -3787585 | -1662863 |
Avg Bars in Trades | 115 | 127 | 103 | 115 | 127 | 103 |
Avg Bars in Winners | 240 | 278 | 208 | 240 | 278 | 208 |
Avg Bars in Losers | 53 | 62 | 43 | 53 | 62 | 43 |
Bars Traded | 10819 | 5969 | 4850 | 10819 | 5969 | 4850 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 545779 | 484552 | -275899 | 95404 | -89570 | 164022 |
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{ "first_band": { "type": "swma", "factors": { "length": 244, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 12, "offset": 0 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 244, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 12, "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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