Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 436787.7109 | 259097.376 | 177690.3349 | 250512.5438 | 71711.6709 | 178800.8729 |
Total P&L (%) | 436.7877 | 259.0974 | 177.6903 | 250.5125 | 71.7117 | 178.8009 |
Avg Daily Profit (%) | 0.2734 | 0.1622 | 0.1112 | 0.0785 | 0.0338 | 0.0642 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -149532 | -144843 | -53172 | -174707 | -100295 | -88597 |
Profit Factor | 1.9676 | 1.9771 | 1.9542 | 1.3916 | 1.2045 | 1.6186 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 57 | 27 | 30 | 57 | 27 | 30 |
Losing Trades | 38 | 21 | 17 | 38 | 21 | 17 |
Profitability (%) | 60 | 56.25 | 63.8298 | 60 | 56.25 | 63.8298 |
Ratio Avg Win / Avg Loss | 1.3118 | 1.5378 | 1.1074 | 0.9278 | 0.9369 | 0.9172 |
Largest Winning Trade | 359285 | 359285 | 29976 | 145399 | 145399 | 62451 |
Largest Losing Trade | -44761 | -44761 | -32207 | -64055 | -58388 | -64055 |
Avg Bars in Trades | 97 | 114 | 80 | 97 | 114 | 80 |
Avg Bars in Winners | 112 | 125 | 101 | 112 | 125 | 101 |
Avg Bars in Losers | 75 | 100 | 43 | 75 | 100 | 43 |
Bars Traded | 9268 | 5489 | 3778 | 9268 | 5489 | 3778 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 447284 | 430298 | -40041 | -87567 | -148946 | -105050 |
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{ "first_band": { "type": "sma", "factors": { "length": 238, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 177, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 238, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 177, "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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