Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 805287.3405 | 689201.448 | 116085.8925 | 6416679.9087 | 14116369.5949 | -7699689.6862 |
Total P&L (%) | 805.2873 | 689.2014 | 116.0859 | 6416.6799 | 14116.3696 | -7699.6897 |
Avg Daily Profit (%) | 0.3221 | 0.2756 | 0.0464 | 0.1672 | 0.1984 | 0 |
Buy And Hold Return (%) | 946.6828 | 946.6828 | 946.6828 | 946.6828 | 946.6828 | 946.6828 |
Max Trade Drawdown | -73464 | -72924 | -72407 | -8977654 | -2161674 | -9000406 |
Profit Factor | 3.0485 | 5.1313 | 1.513 | 1.3555 | 4.5692 | 0.4537 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 48 | 23 | 25 | 48 | 23 | 25 |
Losing Trades | 22 | 12 | 10 | 22 | 12 | 10 |
Profitability (%) | 68.5714 | 65.7143 | 71.4286 | 68.5714 | 65.7143 | 71.4286 |
Ratio Avg Win / Avg Loss | 1.3972 | 2.6772 | 0.6052 | 0.6213 | 2.3839 | 0.1815 |
Largest Winning Trade | 151822 | 151822 | 54388 | 7407927 | 7407927 | 770646 |
Largest Losing Trade | -72407 | -48493 | -72407 | -8941638 | -1303786 | -8941638 |
Avg Bars in Trades | 65 | 77 | 53 | 65 | 77 | 53 |
Avg Bars in Winners | 73 | 82 | 66 | 73 | 82 | 66 |
Avg Bars in Losers | 47 | 67 | 22 | 47 | 67 | 22 |
Bars Traded | 4587 | 2704 | 1883 | 4587 | 2704 | 1883 |
Profit Streak | 282.6681 | 282.6681 | 287.1681 | 282.6681 | 282.6681 | 287.1681 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -246706 | -146206 | -293228 | -88356 | 665982 | -577041 |
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{ "first_band": { "type": "swma", "factors": { "length": 33, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 177, "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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