Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 825776.7019 | 688317.7456 | 137458.9563 | 1001816.2193 | 1537004.7081 | -535188.4889 |
Total P&L (%) | 825.7767 | 688.3177 | 137.459 | 1001.8162 | 1537.0047 | -535.1885 |
Avg Daily Profit (%) | 0.5134 | 0.4279 | 0.0855 | 0.1493 | 0.1739 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -173303 | -131939 | -77506 | -5832169 | -4105544 | -1975467 |
Profit Factor | 2.1481 | 2.7341 | 1.4264 | 1.0928 | 1.243 | 0.8803 |
Total Trades | 139 | 69 | 70 | 139 | 69 | 70 |
Winning Trades | 62 | 25 | 37 | 62 | 25 | 37 |
Losing Trades | 77 | 44 | 33 | 77 | 44 | 33 |
Profitability (%) | 44.6043 | 36.2319 | 52.8571 | 44.6043 | 36.2319 | 52.8571 |
Ratio Avg Win / Avg Loss | 2.6678 | 4.8121 | 1.2722 | 1.3572 | 2.1877 | 0.7851 |
Largest Winning Trade | 383513 | 383513 | 49011 | 4856917 | 4856917 | 867831 |
Largest Losing Trade | -37127 | -37127 | -37117 | -2446185 | -2446185 | -1537583 |
Avg Bars in Trades | 67 | 78 | 57 | 67 | 78 | 57 |
Avg Bars in Winners | 77 | 87 | 70 | 77 | 87 | 70 |
Avg Bars in Losers | 59 | 72 | 41 | 59 | 72 | 41 |
Bars Traded | 9385 | 5384 | 4001 | 9385 | 5384 | 4001 |
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 | 470590 | -92109 | -171815 | -113507 | -98650 | -674587 |
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{ "first_band": { "type": "swma", "factors": { "length": 208, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 154, "offset": 0 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 208, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 154, "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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