Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1961486.4086 | 1959789.649 | 1696.7596 | 4456174.5786 | 14087091.0375 | -9630916.4589 |
Total P&L (%) | 1961.4864 | 1959.7896 | 1.6968 | 4456.1746 | 14087.091 | -9630.9165 |
Avg Daily Profit (%) | 0.9599 | 0.959 | 0.0008 | 0.1871 | 0.2428 | 0 |
Buy And Hold Return (%) | 3018.1453 | 3018.1453 | 3018.1453 | 3018.1453 | 3018.1453 | 3018.1453 |
Max Trade Drawdown | -106804 | -82411 | -173210 | -9955164 | -7018330 | -11995088 |
Profit Factor | 4.3424 | 9.01 | 1.005 | 1.1358 | 2.0679 | 0.5095 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 44 | 22 | 22 | 44 | 22 | 22 |
Losing Trades | 25 | 12 | 13 | 25 | 12 | 13 |
Profitability (%) | 63.7681 | 64.7059 | 62.8571 | 63.7681 | 64.7059 | 62.8571 |
Ratio Avg Win / Avg Loss | 2.4673 | 4.9145 | 0.5938 | 0.6453 | 1.1279 | 0.301 |
Largest Winning Trade | 1298844 | 1298844 | 64858 | 8158646 | 8158646 | 1814093 |
Largest Losing Trade | -78515 | -66972 | -78515 | -8772739 | -6280555 | -8772739 |
Avg Bars in Trades | 54 | 80 | 28 | 54 | 80 | 28 |
Avg Bars in Winners | 61 | 92 | 30 | 61 | 92 | 30 |
Avg Bars in Losers | 42 | 59 | 26 | 42 | 59 | 26 |
Bars Traded | 3758 | 2753 | 1005 | 3758 | 2753 | 1005 |
Profit Streak | 312.4381 | 418.4381 | 312.4381 | 312.4381 | 418.4381 | 312.4381 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -248408 | -140717 | -571694 | -185728 | 461623 | -578255 |
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{ "first_band": { "type": "swma", "factors": { "length": 87, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 115, "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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