Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 506973.3656 | 499805.9108 | 7167.4548 | 131436.1484 | 116040.4763 | 15395.6721 |
Total P&L (%) | 506.9734 | 499.8059 | 7.1675 | 131.4361 | 116.0405 | 15.3957 |
Avg Daily Profit (%) | 0.4103 | 0.4045 | 0.0058 | 0.0679 | 0.0624 | 0.0116 |
Buy And Hold Return (%) | 98.743 | 98.743 | 98.743 | 98.743 | 98.743 | 98.743 |
Max Trade Drawdown | -165797 | -105140 | -65499 | -1266771 | -947019 | -393324 |
Profit Factor | 2.0031 | 2.4888 | 1.0422 | 1.0361 | 1.0446 | 1.0148 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 39 | 20 | 19 | 39 | 20 | 19 |
Losing Trades | 30 | 14 | 16 | 30 | 14 | 16 |
Profitability (%) | 56.5217 | 58.8235 | 54.2857 | 56.5217 | 58.8235 | 54.2857 |
Ratio Avg Win / Avg Loss | 1.5408 | 1.7422 | 0.8777 | 0.797 | 0.7312 | 0.8545 |
Largest Winning Trade | 385608 | 385608 | 29009 | 433783 | 433783 | 178898 |
Largest Losing Trade | -63063 | -63063 | -23152 | -632978 | -632978 | -273471 |
Avg Bars in Trades | 51 | 81 | 22 | 51 | 81 | 22 |
Avg Bars in Winners | 55 | 84 | 25 | 55 | 84 | 25 |
Avg Bars in Losers | 45 | 77 | 17 | 45 | 77 | 17 |
Bars Traded | 3544 | 2769 | 775 | 3544 | 2769 | 775 |
Profit Streak | 15.4035 | 96.0702 | 15.4035 | 15.4035 | 96.0702 | 15.4035 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -91685 | 536596 | -525179 | -451593 | -391967 | -547675 |
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{ "first_band": { "type": "sma", "factors": { "length": 118, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 116, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 118, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 116, "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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