Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3325982.848 | 3320666.0342 | 5316.8139 | 227556.1399 | 367531.5412 | -139975.4012 |
Total P&L (%) | 3325.9828 | 3320.666 | 5.3168 | 227.5561 | 367.5315 | -139.9754 |
Avg Daily Profit (%) | 1.5006 | 1.4982 | 0.0024 | 0.0535 | 0.0696 | 0 |
Buy And Hold Return (%) | 347.5788 | 347.5788 | 347.5788 | 347.5788 | 347.5788 | 347.5788 |
Max Trade Drawdown | -167252 | -107133 | -117909 | -1746710 | -1419624 | -876575 |
Profit Factor | 4.8675 | 7.7791 | 1.0144 | 1.0455 | 1.1181 | 0.926 |
Total Trades | 118 | 59 | 59 | 118 | 59 | 59 |
Winning Trades | 56 | 29 | 27 | 56 | 29 | 27 |
Losing Trades | 62 | 30 | 32 | 62 | 30 | 32 |
Profitability (%) | 47.4576 | 49.1525 | 45.7627 | 47.4576 | 49.1525 | 45.7627 |
Ratio Avg Win / Avg Loss | 5.389 | 8.0473 | 1.2022 | 1.1575 | 1.1567 | 1.0975 |
Largest Winning Trade | 3302190 | 3302190 | 37023 | 1766299 | 1766299 | 443393 |
Largest Losing Trade | -54546 | -54546 | -36872 | -793554 | -793554 | -267278 |
Avg Bars in Trades | 72 | 106 | 39 | 72 | 106 | 39 |
Avg Bars in Winners | 82 | 111 | 51 | 82 | 111 | 51 |
Avg Bars in Losers | 63 | 101 | 29 | 63 | 101 | 29 |
Bars Traded | 8564 | 6258 | 2306 | 8564 | 6258 | 2306 |
Profit Streak | 0 | 0 | 171.9067 | 0 | 0 | 171.9067 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 748669 | -154709 | -737472 | -458368 | -515522 | -756471 |
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{ "first_band": { "type": "swma", "factors": { "length": 125, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 174, "offset": 0 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 125, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 174, "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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