Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1139211.1729 | 905104.9177 | 234106.2551 | 91994041.9199 | 85408598.8111 | 6585443.1087 |
Total P&L (%) | 1139.2112 | 905.1049 | 234.1063 | 91994.0419 | 85408.5988 | 6585.4431 |
Avg Daily Profit (%) | 0.4556 | 0.362 | 0.0936 | 0.2734 | 0.2704 | 0.1682 |
Buy And Hold Return (%) | 822.3668 | 822.3668 | 822.3668 | 822.3668 | 822.3668 | 822.3668 |
Max Trade Drawdown | -58118 | -34921 | -51747 | -24574496 | -18219578 | -18778965 |
Profit Factor | 5.8416 | 7.6432 | 3.3635 | 2.441 | 3.2234 | 1.259 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Losing Trades | 25 | 13 | 12 | 25 | 13 | 12 |
Profitability (%) | 59.6774 | 58.0645 | 61.2903 | 59.6774 | 58.0645 | 61.2903 |
Ratio Avg Win / Avg Loss | 3.947 | 5.5201 | 2.1243 | 1.6494 | 2.328 | 0.7952 |
Largest Winning Trade | 340995 | 340995 | 44209 | 57112870 | 57112870 | 7597653 |
Largest Losing Trade | -33673 | -25442 | -33673 | -18219578 | -18219578 | -8893525 |
Avg Bars in Trades | 108 | 135 | 81 | 108 | 135 | 81 |
Avg Bars in Winners | 120 | 146 | 96 | 120 | 146 | 96 |
Avg Bars in Losers | 90 | 120 | 58 | 90 | 120 | 58 |
Bars Traded | 6738 | 4207 | 2531 | 6738 | 4207 | 2531 |
Profit Streak | 152.8736 | 154.2069 | 152.8736 | 152.8736 | 154.2069 | 152.8736 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -183170 | -114557 | -225313 | -142577 | 603714 | 285532 |
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{ "first_band": { "type": "swma", "factors": { "length": 127, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 201, "offset": 0 } } }
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# | 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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