Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 134814.5993 | 87462.5788 | 47352.0205 | 166414.7547 | 139314.0302 | 27100.7245 |
Total P&L (%) | 134.8146 | 87.4626 | 47.352 | 166.4148 | 139.314 | 27.1007 |
Avg Daily Profit (%) | 0.5062 | 0.3284 | 0.1778 | 0.3686 | 0.3282 | 0.0901 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -53085 | -25364 | -48772 | -123437 | -67067 | -121670 |
Profit Factor | 1.6617 | 1.9604 | 1.4202 | 1.4399 | 1.8306 | 1.1287 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Losing Trades | 41 | 19 | 22 | 41 | 19 | 22 |
Profitability (%) | 45.3333 | 48.6486 | 42.1053 | 45.3333 | 48.6486 | 42.1053 |
Ratio Avg Win / Avg Loss | 2.0038 | 2.0693 | 1.9528 | 1.7363 | 1.9323 | 1.5519 |
Largest Winning Trade | 49067 | 49067 | 22597 | 81854 | 81854 | 35849 |
Largest Losing Trade | -13795 | -12037 | -13795 | -39461 | -33117 | -39461 |
Avg Bars in Trades | 165 | 176 | 154 | 165 | 176 | 154 |
Avg Bars in Winners | 254 | 237 | 272 | 254 | 237 | 272 |
Avg Bars in Losers | 92 | 118 | 69 | 92 | 118 | 69 |
Bars Traded | 12424 | 6537 | 5887 | 12424 | 6537 | 5887 |
Profit Streak | 277.0973 | 0 | 288.4515 | 277.0973 | 0 | 288.4515 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -50494 | 379642 | 155762 | -52768 | 370559 | -157395 |
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{ "first_band": { "type": "swma", "factors": { "length": 230, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 70, "offset": 0 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 230, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 70, "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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