Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2585279.9188 | 2498933.9988 | 86345.92 | 2142769.9821 | -2141059.9871 | 4283829.9692 |
Total P&L (%) | 2585.2799 | 2498.934 | 86.3459 | 2142.77 | -2141.06 | 4283.83 |
Avg Daily Profit (%) | 1.4397 | 1.3916 | 0.0481 | 0.1734 | 0 | 0.2108 |
Buy And Hold Return (%) | 288.286 | 288.286 | 288.286 | 288.286 | 288.286 | 288.286 |
Max Trade Drawdown | -197294 | -213328 | -69217 | -18658725 | -23990099 | -4471361 |
Profit Factor | 4.8161 | 6.225 | 1.4335 | 1.0458 | 0.9414 | 1.4179 |
Total Trades | 151 | 76 | 75 | 151 | 76 | 75 |
Winning Trades | 70 | 33 | 37 | 70 | 33 | 37 |
Losing Trades | 81 | 43 | 38 | 81 | 43 | 38 |
Profitability (%) | 46.3576 | 43.4211 | 49.3333 | 46.3576 | 43.4211 | 49.3333 |
Ratio Avg Win / Avg Loss | 5.5729 | 8.1113 | 1.4722 | 1.2102 | 1.2266 | 1.4562 |
Largest Winning Trade | 2082788 | 2082788 | 28601 | 14340493 | 14340493 | 2575423 |
Largest Losing Trade | -44973 | -44973 | -25636 | -7359484 | -7359484 | -3554685 |
Avg Bars in Trades | 69 | 107 | 31 | 69 | 107 | 31 |
Avg Bars in Winners | 81 | 122 | 45 | 81 | 122 | 45 |
Avg Bars in Losers | 59 | 96 | 18 | 59 | 96 | 18 |
Bars Traded | 10536 | 8165 | 2371 | 10536 | 8165 | 2371 |
Profit Streak | 8.618 | 9.4514 | 0 | 8.618 | 9.4514 | 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 | 771361 | -29142 | -350787 | -162268 | -630462 | -48283 |
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{ "first_band": { "type": "sma", "factors": { "length": 203, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 197, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 203, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 197, "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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