Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -392988.6329 | 70553.309 | -463541.9419 | 1188790.8664 | 1320410.522 | -131619.6555 |
Total P&L (%) | -392.9886 | 70.5533 | -463.5419 | 1188.7909 | 1320.4105 | -131.6197 |
Avg Daily Profit (%) | -0.2669 | 0.0479 | -0.3148 | 0.1738 | 0.1804 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -722882 | -111091 | -636964 | -990597 | -539441 | -1070737 |
Profit Factor | 0.7625 | 1.1543 | 0.613 | 1.1929 | 1.6181 | 0.9673 |
Total Trades | 217 | 108 | 109 | 217 | 108 | 109 |
Winning Trades | 127 | 58 | 69 | 125 | 67 | 58 |
Losing Trades | 90 | 50 | 40 | 92 | 41 | 51 |
Profitability (%) | 58.5253 | 53.7037 | 63.3028 | 57.6037 | 62.037 | 53.211 |
Ratio Avg Win / Avg Loss | 0.5404 | 0.9951 | 0.3554 | 0.878 | 0.9902 | 0.8506 |
Largest Winning Trade | 48939 | 38733 | 48939 | 632283 | 225912 | 632283 |
Largest Losing Trade | -626497 | -30905 | -626497 | -655213 | -207074 | -655213 |
Avg Bars in Trades | 79 | 48 | 110 | 79 | 48 | 110 |
Avg Bars in Winners | 69 | 38 | 96 | 65 | 41 | 94 |
Avg Bars in Losers | 93 | 60 | 135 | 99 | 60 | 129 |
Bars Traded | 17331 | 5245 | 12086 | 17331 | 5245 | 12086 |
Profit Streak | 41.67 | 55.92 | 41.67 | 41.67 | 55.92 | 41.67 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577034 | -179727 | -578330 | 51578 | 390635 | -579638 |
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{ "first_band": { "type": "dcm", "factors": { "length": 208, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 146, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 208, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 146, "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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