Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 184830.4039 | 123617.5426 | 61212.8613 | 213074.319 | 154790.0494 | 58284.2696 |
Total P&L (%) | 184.8304 | 123.6175 | 61.2129 | 213.0743 | 154.79 | 58.2843 |
Avg Daily Profit (%) | 0.2009 | 0.1344 | 0.0665 | 0.1241 | 0.1017 | 0.0499 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -51176 | -51879 | -54421 | -122560 | -139377 | -124551 |
Profit Factor | 1.3231 | 1.48 | 1.1947 | 1.1885 | 1.2948 | 1.0963 |
Total Trades | 295 | 147 | 148 | 295 | 147 | 148 |
Winning Trades | 126 | 66 | 60 | 126 | 66 | 60 |
Losing Trades | 169 | 81 | 88 | 169 | 81 | 88 |
Profitability (%) | 42.7119 | 44.898 | 40.5405 | 42.7119 | 44.898 | 40.5405 |
Ratio Avg Win / Avg Loss | 1.7747 | 1.8163 | 1.7522 | 1.5941 | 1.5891 | 1.6079 |
Largest Winning Trade | 34131 | 34131 | 29553 | 62649 | 62649 | 51384 |
Largest Losing Trade | -21937 | -21937 | -17282 | -59051 | -59051 | -40553 |
Avg Bars in Trades | 72 | 72 | 73 | 72 | 72 | 73 |
Avg Bars in Winners | 101 | 92 | 111 | 101 | 92 | 111 |
Avg Bars in Losers | 51 | 55 | 47 | 51 | 55 | 47 |
Bars Traded | 21459 | 10589 | 10870 | 21459 | 10589 | 10870 |
Profit Streak | 151.7007 | 154.4507 | 151.7007 | 151.7007 | 154.4507 | 151.7007 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 310929 | -12945 | -113228 | -39700 | -57612 | -243780 |
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{ "first_band": { "type": "sma", "factors": { "length": 217, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 228, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 217, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 228, "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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