Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 838433.6564 | 890177.5073 | -51743.8509 | 94846.1808 | 122998.9775 | -28152.7967 |
Total P&L (%) | 838.4337 | 890.1775 | -51.7439 | 94.8462 | 122.999 | -28.1528 |
Avg Daily Profit (%) | 0.3847 | 0.4084 | -0.0237 | 0.0306 | 0.0368 | -0.0152 |
Buy And Hold Return (%) | 252.2337 | 252.2337 | 252.2337 | 252.2337 | 252.2337 | 252.2337 |
Max Trade Drawdown | -217322 | -196669 | -84607 | -681693 | -534432 | -218492 |
Profit Factor | 2.2582 | 3.0164 | 0.7699 | 1.0555 | 1.103 | 0.9452 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Losing Trades | 55 | 28 | 27 | 55 | 28 | 27 |
Profitability (%) | 40.2174 | 39.1304 | 41.3043 | 40.2174 | 39.1304 | 41.3043 |
Ratio Avg Win / Avg Loss | 3.3568 | 4.6922 | 1.0941 | 1.569 | 1.7157 | 1.3431 |
Largest Winning Trade | 546500 | 546500 | 28980 | 452328 | 452328 | 104661 |
Largest Losing Trade | -36151 | -36151 | -26636 | -232382 | -232382 | -92345 |
Avg Bars in Trades | 46 | 80 | 11 | 46 | 80 | 11 |
Avg Bars in Winners | 73 | 134 | 16 | 73 | 134 | 16 |
Avg Bars in Losers | 27 | 45 | 8 | 27 | 45 | 8 |
Bars Traded | 4237 | 3686 | 551 | 4237 | 3686 | 551 |
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 | 271181 | 316323 | -582141 | -479669 | -419836 | -582141 |
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{ "first_band": { "type": "swma", "factors": { "length": 72, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 23, "offset": 0 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 72, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 23, "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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