Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 916602.8023 | 793682.1534 | 122920.6489 | 12367030.4934 | 13086035.2111 | -719004.7177 |
Total P&L (%) | 916.6028 | 793.6822 | 122.9206 | 12367.0305 | 13086.0352 | -719.0047 |
Avg Daily Profit (%) | 0.3665 | 0.3174 | 0.0492 | 0.1932 | 0.1954 | 0 |
Buy And Hold Return (%) | 727.5937 | 727.5937 | 727.5937 | 727.5937 | 727.5937 | 727.5937 |
Max Trade Drawdown | -114101 | -97820 | -56267 | -7689253 | -4595655 | -4599521 |
Profit Factor | 2.9867 | 3.9441 | 1.6409 | 1.7285 | 2.1952 | 0.8807 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Losing Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Profitability (%) | 53.1646 | 53.8462 | 52.5 | 53.1646 | 53.8462 | 52.5 |
Ratio Avg Win / Avg Loss | 2.6311 | 3.3806 | 1.4846 | 1.5227 | 1.8816 | 0.7968 |
Largest Winning Trade | 324229 | 324229 | 59314 | 11499116 | 11499116 | 1338722 |
Largest Losing Trade | -44351 | -41496 | -44351 | -4595655 | -4595655 | -1960569 |
Avg Bars in Trades | 90 | 109 | 70 | 90 | 109 | 70 |
Avg Bars in Winners | 102 | 111 | 92 | 102 | 111 | 92 |
Avg Bars in Losers | 76 | 107 | 46 | 76 | 107 | 46 |
Bars Traded | 7113 | 4280 | 2833 | 7113 | 4280 | 2833 |
Profit Streak | 95.0532 | 158.7199 | 95.0532 | 95.0532 | 158.7199 | 95.0532 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -99702 | -119973 | -290136 | -18652 | 491742 | -579866 |
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{ "first_band": { "type": "swma", "factors": { "length": 82, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 180, "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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