Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 269672.452 | 128525.5243 | 141146.9277 | 550968.4515 | 209564.6753 | 341403.7763 |
Total P&L (%) | 269.6725 | 128.5255 | 141.1469 | 550.9685 | 209.5647 | 341.4038 |
Avg Daily Profit (%) | 0.5178 | 0.2468 | 0.271 | 0.3603 | 0.2172 | 0.2855 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -59218 | -53195 | -40573 | -541624 | -297702 | -269099 |
Profit Factor | 1.4378 | 1.387 | 1.4971 | 1.2202 | 1.1549 | 1.297 |
Total Trades | 267 | 134 | 133 | 267 | 134 | 133 |
Winning Trades | 129 | 62 | 67 | 129 | 62 | 67 |
Losing Trades | 138 | 72 | 66 | 138 | 72 | 66 |
Profitability (%) | 48.3146 | 46.2687 | 50.3759 | 48.3146 | 46.2687 | 50.3759 |
Ratio Avg Win / Avg Loss | 1.5381 | 1.6107 | 1.4747 | 1.3053 | 1.3412 | 1.2777 |
Largest Winning Trade | 38650 | 38650 | 25007 | 197560 | 197560 | 116781 |
Largest Losing Trade | -20269 | -19725 | -20269 | -104366 | -104366 | -98912 |
Avg Bars in Trades | 92 | 92 | 92 | 92 | 92 | 92 |
Avg Bars in Winners | 120 | 126 | 115 | 120 | 126 | 115 |
Avg Bars in Losers | 65 | 62 | 68 | 65 | 62 | 68 |
Bars Traded | 24639 | 12386 | 12253 | 24639 | 12386 | 12253 |
Profit Streak | 5.0049 | 5.9633 | 0 | 5.0049 | 5.9633 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 477500 | 296171 | 316610 | 356188 | -43877 | 277051 |
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{ "first_band": { "type": "swma", "factors": { "length": 187, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 231, "offset": 0 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 187, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 231, "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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