Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 927244.1978 | 665871.7236 | 261372.4742 | 14692574.352 | 25475839.4619 | -10783265.11 |
Total P&L (%) | 927.2442 | 665.8717 | 261.3725 | 14692.5744 | 25475.8395 | -10783.2651 |
Avg Daily Profit (%) | 0.3887 | 0.2792 | 0.1096 | 0.2097 | 0.2327 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -137218 | -70718 | -132182 | -85695351 | -21722403 | -84979149 |
Profit Factor | 2.2897 | 3.1931 | 1.6293 | 1.0673 | 1.3248 | 0.9228 |
Total Trades | 125 | 63 | 62 | 125 | 63 | 62 |
Winning Trades | 74 | 39 | 35 | 74 | 39 | 35 |
Losing Trades | 51 | 24 | 27 | 51 | 24 | 27 |
Profitability (%) | 59.2 | 61.9048 | 56.4516 | 59.2 | 61.9048 | 56.4516 |
Ratio Avg Win / Avg Loss | 1.578 | 1.965 | 1.2569 | 0.7356 | 0.8152 | 0.7119 |
Largest Winning Trade | 132635 | 132635 | 73915 | 28618280 | 17685733 | 28618280 |
Largest Losing Trade | -61540 | -44529 | -61540 | -35506133 | -16064610 | -35506133 |
Avg Bars in Trades | 53 | 31 | 76 | 53 | 31 | 76 |
Avg Bars in Winners | 61 | 22 | 104 | 61 | 22 | 104 |
Avg Bars in Losers | 43 | 47 | 40 | 43 | 47 | 40 |
Bars Traded | 6745 | 2013 | 4732 | 6745 | 2013 | 4732 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 559230 | -130320 | -198076 | -138477 | -138251 | -734122 |
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{ "first_band": { "type": "dcm", "factors": { "length": 142, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 54, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 142, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 54, "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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