Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 88361.6822 | 50460.0472 | 37901.635 | 98197.8553 | 77407.302 | 20790.5533 |
Total P&L (%) | 88.3617 | 50.46 | 37.9016 | 98.1979 | 77.4073 | 20.7906 |
Avg Daily Profit (%) | 0.6361 | 0.3633 | 0.2729 | 0.4937 | 0.4136 | 0.1361 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -31177 | -19019 | -27522 | -47368 | -15999 | -52310 |
Profit Factor | 1.4137 | 1.5603 | 1.3068 | 1.3646 | 1.8084 | 1.1198 |
Total Trades | 151 | 75 | 76 | 151 | 75 | 76 |
Winning Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Losing Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Profitability (%) | 58.9404 | 58.6667 | 59.2105 | 58.9404 | 58.6667 | 59.2105 |
Ratio Avg Win / Avg Loss | 0.9848 | 1.0993 | 0.9003 | 0.9506 | 1.2741 | 0.7714 |
Largest Winning Trade | 20401 | 20401 | 13318 | 19971 | 19971 | 14900 |
Largest Losing Trade | -19328 | -14898 | -19328 | -32762 | -12797 | -32762 |
Avg Bars in Trades | 84 | 86 | 83 | 84 | 86 | 83 |
Avg Bars in Winners | 70 | 68 | 73 | 70 | 68 | 73 |
Avg Bars in Losers | 104 | 112 | 97 | 104 | 112 | 97 |
Bars Traded | 12799 | 6472 | 6327 | 12799 | 6472 | 6327 |
Profit Streak | 140.5695 | 0 | 140.6528 | 140.5695 | 0 | 140.6528 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 403219 | -47949 | -44902 | 348585 | -45572 | -157391 |
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{ "first_band": { "type": "sma", "factors": { "length": 54, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 211, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 54, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 211, "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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