Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 897109.8775 | 793751.0054 | 103358.8721 | 8468533.089 | 8810252.8773 | -341719.7884 |
Total P&L (%) | 897.1099 | 793.751 | 103.3589 | 8468.5331 | 8810.2529 | -341.7198 |
Avg Daily Profit (%) | 0.3588 | 0.3174 | 0.0413 | 0.1782 | 0.1797 | 0 |
Buy And Hold Return (%) | 890.9739 | 890.9739 | 890.9739 | 890.9739 | 890.9739 | 890.9739 |
Max Trade Drawdown | -123884 | -100962 | -55675 | -4473055 | -2865229 | -3010194 |
Profit Factor | 2.7964 | 3.706 | 1.5016 | 1.6865 | 2.1125 | 0.9226 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 44 | 22 | 22 | 44 | 22 | 22 |
Losing Trades | 43 | 21 | 22 | 43 | 21 | 22 |
Profitability (%) | 50.5747 | 51.1628 | 50 | 50.5747 | 51.1628 | 50 |
Ratio Avg Win / Avg Loss | 2.7328 | 3.5376 | 1.5016 | 1.6482 | 2.0165 | 0.9226 |
Largest Winning Trade | 346006 | 346006 | 60835 | 7534247 | 7534247 | 814026 |
Largest Losing Trade | -42728 | -42728 | -42309 | -2865229 | -2865229 | -1167561 |
Avg Bars in Trades | 54 | 66 | 42 | 54 | 66 | 42 |
Avg Bars in Winners | 65 | 70 | 60 | 65 | 70 | 60 |
Avg Bars in Losers | 43 | 62 | 25 | 43 | 62 | 25 |
Bars Traded | 4739 | 2865 | 1873 | 4739 | 2865 | 1873 |
Profit Streak | 99.9803 | 163.9803 | 99.9803 | 99.9803 | 163.9803 | 99.9803 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -147638 | -148722 | -300425 | 443210 | 469787 | -580159 |
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{ "first_band": { "type": "swma", "factors": { "length": 52, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 123, "offset": 0 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 52, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 123, "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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