Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1102011.0475 | 1072245.8151 | 29765.2324 | 299766.0648 | -170025.6824 | 469791.7472 |
Total P&L (%) | 1102.011 | 1072.2458 | 29.7652 | 299.7661 | -170.0257 | 469.7917 |
Avg Daily Profit (%) | 0.5905 | 0.5745 | 0.0159 | 0.0743 | 0 | 0.0933 |
Buy And Hold Return (%) | 32.285 | 32.285 | 32.285 | 32.285 | 32.285 | 32.285 |
Max Trade Drawdown | -148151 | -154278 | -64192 | -2714034 | -3074762 | -1022999 |
Profit Factor | 3.0288 | 4.4032 | 1.1305 | 1.0441 | 0.96 | 1.1849 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Losing Trades | 47 | 24 | 23 | 47 | 24 | 23 |
Profitability (%) | 45.977 | 44.186 | 47.7273 | 45.977 | 44.186 | 47.7273 |
Ratio Avg Win / Avg Loss | 3.5589 | 5.5619 | 1.2382 | 1.2268 | 1.2127 | 1.2977 |
Largest Winning Trade | 988074 | 988074 | 58732 | 1794244 | 1794244 | 1023928 |
Largest Losing Trade | -27004 | -27004 | -24029 | -690594 | -690594 | -467013 |
Avg Bars in Trades | 61 | 92 | 32 | 61 | 92 | 32 |
Avg Bars in Winners | 76 | 121 | 35 | 76 | 121 | 35 |
Avg Bars in Losers | 49 | 69 | 29 | 49 | 69 | 29 |
Bars Traded | 5392 | 3967 | 1424 | 5392 | 3967 | 1424 |
Profit Streak | 0 | 125.6872 | 0 | 0 | 125.6872 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 569829 | 624414 | -415134 | -267098 | -580362 | -86396 |
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{ "first_band": { "type": "swma", "factors": { "length": 118, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 34, "offset": 0 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 118, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 34, "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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