Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 525312.5377 | 535493.809 | -10181.2713 | 47060.5941 | 576722.7181 | -529662.124 |
Total P&L (%) | 525.3125 | 535.4938 | -10.1813 | 47.0606 | 576.7227 | -529.6621 |
Avg Daily Profit (%) | 0.2843 | 0.2898 | -0.0055 | 0.0209 | 0.1035 | 0 |
Buy And Hold Return (%) | 31.2155 | 31.2155 | 31.2155 | 31.2155 | 31.2155 | 31.2155 |
Max Trade Drawdown | -198989 | -172273 | -106044 | -1473487 | -1146107 | -1334231 |
Profit Factor | 1.5199 | 1.9658 | 0.9777 | 1.0081 | 1.1821 | 0.8015 |
Total Trades | 188 | 94 | 94 | 188 | 94 | 94 |
Winning Trades | 89 | 42 | 47 | 89 | 42 | 47 |
Losing Trades | 99 | 52 | 47 | 99 | 52 | 47 |
Profitability (%) | 47.3404 | 44.6809 | 50 | 47.3404 | 44.6809 | 50 |
Ratio Avg Win / Avg Loss | 1.6907 | 2.4339 | 0.9777 | 1.1213 | 1.4636 | 0.8015 |
Largest Winning Trade | 246998 | 246998 | 41749 | 580563 | 580563 | 458992 |
Largest Losing Trade | -46814 | -46814 | -35979 | -519055 | -519055 | -431864 |
Avg Bars in Trades | 57 | 76 | 38 | 57 | 76 | 38 |
Avg Bars in Winners | 65 | 84 | 48 | 65 | 84 | 48 |
Avg Bars in Losers | 50 | 70 | 28 | 50 | 70 | 28 |
Bars Traded | 10820 | 7195 | 3625 | 10820 | 7195 | 3625 |
Profit Streak | 3.3945 | 3.3945 | 76.3945 | 3.3945 | 3.3945 | 76.3945 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 393269 | 338049 | -580116 | -387173 | -77693 | -580116 |
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{ "first_band": { "type": "sma", "factors": { "length": 160, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 158, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 160, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 158, "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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