Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1139149.9873 | 1081528.5514 | 57621.4359 | 1380632.5914 | 751871.605 | 628760.9864 |
Total P&L (%) | 1139.15 | 1081.5286 | 57.6214 | 1380.6326 | 751.8716 | 628.761 |
Avg Daily Profit (%) | 0.455 | 0.432 | 0.023 | 0.1077 | 0.0856 | 0.0794 |
Buy And Hold Return (%) | 337.3803 | 337.3803 | 337.3803 | 337.3803 | 337.3803 | 337.3803 |
Max Trade Drawdown | -62774 | -52614 | -26485 | -758034 | -686581 | -240462 |
Profit Factor | 4.4716 | 5.7184 | 1.5825 | 1.4148 | 1.2973 | 1.7866 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Losing Trades | 38 | 18 | 20 | 38 | 18 | 20 |
Profitability (%) | 49.3333 | 51.3514 | 47.3684 | 49.3333 | 51.3514 | 47.3684 |
Ratio Avg Win / Avg Loss | 4.5924 | 5.4174 | 1.7583 | 1.4531 | 1.229 | 1.9852 |
Largest Winning Trade | 1020272 | 1020272 | 27718 | 1035904 | 1035904 | 224274 |
Largest Losing Trade | -37474 | -37474 | -18145 | -513020 | -513020 | -152474 |
Avg Bars in Trades | 90 | 159 | 23 | 90 | 159 | 23 |
Avg Bars in Winners | 109 | 188 | 26 | 109 | 188 | 26 |
Avg Bars in Losers | 72 | 129 | 20 | 72 | 129 | 20 |
Bars Traded | 6801 | 5909 | 892 | 6801 | 5909 | 892 |
Profit Streak | 0 | 175.5227 | 0 | 0 | 175.5227 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -46688 | 582398 | -325708 | -111678 | -82787 | -91715 |
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{ "first_band": { "type": "sma", "factors": { "length": 144, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 56, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 144, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 56, "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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