Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 843790.9504 | 765789.4498 | 78001.5007 | 2849546.0492 | 4270812.2474 | -1421266.1981 |
Total P&L (%) | 843.791 | 765.7895 | 78.0015 | 2849.546 | 4270.8122 | -1421.2662 |
Avg Daily Profit (%) | 0.3374 | 0.3063 | 0.0312 | 0.1354 | 0.1512 | 0 |
Buy And Hold Return (%) | 827.1415 | 827.1415 | 827.1415 | 827.1415 | 827.1415 | 827.1415 |
Max Trade Drawdown | -146898 | -45882 | -113629 | -4024305 | -606212 | -3985904 |
Profit Factor | 3.5095 | 6.0182 | 1.4248 | 1.4179 | 2.9329 | 0.6917 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 33 | 15 | 18 | 33 | 15 | 18 |
Losing Trades | 31 | 17 | 14 | 31 | 17 | 14 |
Profitability (%) | 51.5625 | 46.875 | 56.25 | 51.5625 | 46.875 | 56.25 |
Ratio Avg Win / Avg Loss | 3.2968 | 6.8207 | 1.1081 | 1.332 | 3.324 | 0.538 |
Largest Winning Trade | 355607 | 355607 | 51146 | 1600860 | 1600860 | 1009447 |
Largest Losing Trade | -70117 | -33515 | -70117 | -3170005 | -452784 | -3170005 |
Avg Bars in Trades | 70 | 90 | 50 | 70 | 90 | 50 |
Avg Bars in Winners | 84 | 108 | 64 | 84 | 108 | 64 |
Avg Bars in Losers | 55 | 74 | 31 | 55 | 74 | 31 |
Bars Traded | 4490 | 2889 | 1601 | 4490 | 2889 | 1601 |
Profit Streak | 77.0495 | 80.0495 | 0 | 77.0495 | 80.0495 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -286340 | -148993 | -315367 | -156461 | 407050 | -580000 |
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{ "first_band": { "type": "swma", "factors": { "length": 115, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 143, "offset": 0 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 115, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 143, "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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