Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 833341.9681 | 693884.647 | 139457.3211 | 3083309.7149 | 962649.7164 | 2120659.9984 |
Total P&L (%) | 833.342 | 693.8846 | 139.4573 | 3083.3097 | 962.6497 | 2120.66 |
Avg Daily Profit (%) | 0.4001 | 0.3332 | 0.067 | 0.1663 | 0.1135 | 0.149 |
Buy And Hold Return (%) | 35.0303 | 35.0303 | 35.0303 | 35.0303 | 35.0303 | 35.0303 |
Max Trade Drawdown | -99242 | -101517 | -111680 | -2952094 | -2944459 | -1447428 |
Profit Factor | 2.06 | 2.6104 | 1.3925 | 1.204 | 1.1103 | 1.3323 |
Total Trades | 180 | 90 | 90 | 180 | 90 | 90 |
Winning Trades | 64 | 28 | 36 | 64 | 28 | 36 |
Losing Trades | 116 | 62 | 54 | 116 | 62 | 54 |
Profitability (%) | 35.5556 | 31.1111 | 40 | 35.5556 | 31.1111 | 40 |
Ratio Avg Win / Avg Loss | 3.7338 | 5.7802 | 2.0888 | 2.1823 | 2.4585 | 1.9984 |
Largest Winning Trade | 336980 | 336980 | 50118 | 2404880 | 2404880 | 1155498 |
Largest Losing Trade | -28080 | -28080 | -21245 | -942962 | -862709 | -942962 |
Avg Bars in Trades | 136 | 124 | 147 | 136 | 124 | 147 |
Avg Bars in Winners | 246 | 243 | 249 | 246 | 243 | 249 |
Avg Bars in Losers | 75 | 70 | 80 | 75 | 70 | 80 |
Bars Traded | 24488 | 11189 | 13299 | 24488 | 11189 | 13299 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 323625 | 233810 | -108210 | 132609 | -146766 | 123407 |
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{ "first_band": { "type": "swma", "factors": { "length": 228, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 38, "offset": 0 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 228, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 38, "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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