Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1223029.6881 | 1123687.7323 | 99341.9558 | 260150.8025 | 680009.5329 | -419858.7304 |
Total P&L (%) | 1223.0297 | 1123.6877 | 99.342 | 260.1508 | 680.0095 | -419.8587 |
Avg Daily Profit (%) | 0.6564 | 0.6031 | 0.0533 | 0.0688 | 0.1103 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -140633 | -166044 | -57591 | -1020064 | -664769 | -648488 |
Profit Factor | 2.8705 | 4.1873 | 1.3297 | 1.0731 | 1.4159 | 0.7819 |
Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Winning Trades | 44 | 20 | 24 | 44 | 20 | 24 |
Losing Trades | 60 | 32 | 28 | 60 | 32 | 28 |
Profitability (%) | 42.3077 | 38.4615 | 46.1538 | 42.3077 | 38.4615 | 46.1538 |
Ratio Avg Win / Avg Loss | 3.9143 | 6.6997 | 1.5513 | 1.4633 | 2.2654 | 0.9122 |
Largest Winning Trade | 1129604 | 1129604 | 60993 | 1075455 | 1075455 | 360088 |
Largest Losing Trade | -39334 | -30359 | -39334 | -460469 | -233397 | -460469 |
Avg Bars in Trades | 69 | 70 | 68 | 69 | 70 | 68 |
Avg Bars in Winners | 108 | 107 | 109 | 108 | 107 | 109 |
Avg Bars in Losers | 41 | 48 | 33 | 41 | 48 | 33 |
Bars Traded | 7273 | 3690 | 3583 | 7273 | 3690 | 3583 |
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 | 529340 | -165860 | -301892 | -243939 | -227954 | -762329 |
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{ "first_band": { "type": "sma", "factors": { "length": 164, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 115, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 164, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 115, "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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