Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1857721.4529 | 1738130.6112 | 119590.8417 | 11035007.3884 | 80272.539 | 10954734.8494 |
Total P&L (%) | 1857.7215 | 1738.1306 | 119.5908 | 11035.0074 | 80.2725 | 10954.7348 |
Avg Daily Profit (%) | 1.0357 | 0.969 | 0.0667 | 0.2631 | 0.0329 | 0.2627 |
Buy And Hold Return (%) | 284.8373 | 284.8373 | 284.8373 | 284.8373 | 284.8373 | 284.8373 |
Max Trade Drawdown | -101285 | -53657 | -120109 | -8803310 | -8048125 | -4738145 |
Profit Factor | 4.2112 | 7.6957 | 1.375 | 1.2496 | 1.0036 | 1.5037 |
Total Trades | 142 | 71 | 71 | 142 | 71 | 71 |
Winning Trades | 48 | 23 | 25 | 48 | 23 | 25 |
Losing Trades | 94 | 48 | 46 | 94 | 48 | 46 |
Profitability (%) | 33.8028 | 32.3944 | 35.2113 | 33.8028 | 32.3944 | 35.2113 |
Ratio Avg Win / Avg Loss | 8.2469 | 16.0606 | 2.53 | 2.4472 | 2.0944 | 2.7669 |
Largest Winning Trade | 1297194 | 1297194 | 69209 | 7816957 | 4682594 | 7816957 |
Largest Losing Trade | -26323 | -17438 | -26323 | -2059584 | -1617761 | -2059584 |
Avg Bars in Trades | 73 | 51 | 94 | 73 | 51 | 94 |
Avg Bars in Winners | 171 | 118 | 219 | 171 | 118 | 219 |
Avg Bars in Losers | 23 | 19 | 27 | 23 | 19 | 27 |
Bars Traded | 10395 | 3669 | 6726 | 10395 | 3669 | 6726 |
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 | 516433 | -72562 | -360741 | 127478 | -624060 | -81695 |
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{ "first_band": { "type": "swma", "factors": { "length": 239, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 4, "offset": 0 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 239, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 4, "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) |
---|