Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -205972.6821 | 41467.3475 | -247440.0296 | 3978731.7121 | 283745.5475 | 3694986.1646 |
Total P&L (%) | -205.9727 | 41.4673 | -247.44 | 3978.7317 | 283.7455 | 3694.9862 |
Avg Daily Profit (%) | -0.0947 | 0.0191 | -0.1137 | 0.1706 | 0.0618 | 0.1672 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -449131 | -14897 | -497811 | -449815 | -272077 | -443768 |
Profit Factor | 0.7034 | 1.4271 | 0.5858 | 2.6872 | 1.2938 | 3.6536 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 36 | 16 | 20 | 34 | 15 | 19 |
Losing Trades | 22 | 13 | 9 | 24 | 14 | 10 |
Profitability (%) | 62.069 | 55.1724 | 68.9655 | 58.6207 | 51.7241 | 65.5172 |
Ratio Avg Win / Avg Loss | 0.4298 | 1.1595 | 0.2636 | 1.8968 | 1.2075 | 1.923 |
Largest Winning Trade | 45487 | 36136 | 45487 | 723321 | 292602 | 723321 |
Largest Losing Trade | -293432 | -42386 | -293432 | -443768 | -272077 | -443768 |
Avg Bars in Trades | 70 | 14 | 126 | 70 | 14 | 126 |
Avg Bars in Winners | 46 | 10 | 74 | 66 | 12 | 108 |
Avg Bars in Losers | 110 | 18 | 241 | 76 | 16 | 160 |
Bars Traded | 4079 | 416 | 3663 | 4079 | 416 | 3663 |
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 | -758713 | -167734 | -578374 | -165469 | -109886 | 594786 |
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{ "first_band": { "type": "dcu", "factors": { "length": 38, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 94, "offset": 0 } } }
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{ "first_band": { "type": "dcu", "factors": { "length": 38, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 94, "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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