Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 330817.6835 | 314175.9836 | 16641.6999 | -30964.6243 | 248096.5633 | -279061.1876 |
Total P&L (%) | 330.8177 | 314.176 | 16.6417 | -30.9646 | 248.0966 | -279.0612 |
Avg Daily Profit (%) | 0.2343 | 0.2225 | 0.0118 | -0.0262 | 0.0884 | 0 |
Buy And Hold Return (%) | 66.2052 | 66.2052 | 66.2052 | 66.2052 | 66.2052 | 66.2052 |
Max Trade Drawdown | -205431 | -98607 | -163764 | -286741 | -40971 | -364126 |
Profit Factor | 1.3972 | 2.1188 | 1.0302 | 0.9584 | 2.5728 | 0.524 |
Total Trades | 174 | 87 | 87 | 174 | 87 | 87 |
Winning Trades | 106 | 55 | 51 | 106 | 55 | 51 |
Losing Trades | 68 | 32 | 36 | 68 | 32 | 36 |
Profitability (%) | 60.9195 | 63.2184 | 58.6207 | 60.9195 | 63.2184 | 58.6207 |
Ratio Avg Win / Avg Loss | 0.8963 | 1.2328 | 0.7272 | 0.6148 | 1.4969 | 0.3699 |
Largest Winning Trade | 51998 | 51998 | 47378 | 78657 | 78657 | 49581 |
Largest Losing Trade | -71119 | -42954 | -71119 | -209618 | -26580 | -209618 |
Avg Bars in Trades | 47 | 33 | 62 | 47 | 33 | 62 |
Avg Bars in Winners | 48 | 28 | 69 | 48 | 28 | 69 |
Avg Bars in Losers | 47 | 40 | 53 | 47 | 40 | 53 |
Bars Traded | 8333 | 2875 | 5457 | 8333 | 2875 | 5457 |
Profit Streak | 467.147 | 467.147 | 469.8137 | 467.147 | 467.147 | 469.8137 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 334424 | 424915 | -529763 | -577078 | -70979 | -578644 |
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{ "first_band": { "type": "dcm", "factors": { "length": 127, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 100, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 127, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 100, "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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