Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1901009.2529 | 1822925.5038 | 78083.7491 | 2747812.486 | -3250394.1041 | 5998206.5901 |
Total P&L (%) | 1901.0093 | 1822.9255 | 78.0837 | 2747.8125 | -3250.3941 | 5998.2066 |
Avg Daily Profit (%) | 1.054 | 1.0107 | 0.0433 | 0.1859 | 0 | 0.2282 |
Buy And Hold Return (%) | 299.3884 | 299.3884 | 299.3884 | 299.3884 | 299.3884 | 299.3884 |
Max Trade Drawdown | -161007 | -150118 | -57977 | -12557391 | -14079606 | -3170727 |
Profit Factor | 3.9885 | 6.2448 | 1.2706 | 1.0797 | 0.8556 | 1.5009 |
Total Trades | 124 | 62 | 62 | 124 | 62 | 62 |
Winning Trades | 56 | 25 | 31 | 56 | 25 | 31 |
Losing Trades | 68 | 37 | 31 | 68 | 37 | 31 |
Profitability (%) | 45.1613 | 40.3226 | 50 | 45.1613 | 40.3226 | 50 |
Ratio Avg Win / Avg Loss | 4.8432 | 9.2422 | 1.2706 | 1.311 | 1.2663 | 1.5009 |
Largest Winning Trade | 1232501 | 1232501 | 56930 | 7361801 | 7361801 | 4448088 |
Largest Losing Trade | -41783 | -41783 | -37959 | -5796882 | -5796882 | -3021231 |
Avg Bars in Trades | 84 | 100 | 69 | 84 | 100 | 69 |
Avg Bars in Winners | 114 | 127 | 104 | 114 | 127 | 104 |
Avg Bars in Losers | 59 | 81 | 33 | 59 | 81 | 33 |
Bars Traded | 10501 | 6221 | 4280 | 10501 | 6221 | 4280 |
Profit Streak | 0 | 0 | 93.9872 | 0 | 0 | 93.9872 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 664314 | -136951 | -454578 | -126507 | -737332 | -142920 |
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{ "first_band": { "type": "sma", "factors": { "length": 167, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 117, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 167, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 117, "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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