Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 593353.1362 | 455576.7163 | 137776.42 | 1616833.3818 | 119182.1777 | 1497651.2041 |
Total P&L (%) | 593.3531 | 455.5767 | 137.7764 | 1616.8334 | 119.1822 | 1497.6512 |
Avg Daily Profit (%) | 0.2373 | 0.1822 | 0.0551 | 0.1138 | 0.0314 | 0.1109 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -75555 | -72678 | -20577 | -1904054 | -2082514 | -370310 |
Profit Factor | 2.867 | 2.9776 | 2.5756 | 1.2732 | 1.0252 | 2.2597 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Losing Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Profitability (%) | 59.1549 | 60 | 58.3333 | 59.1549 | 60 | 58.3333 |
Ratio Avg Win / Avg Loss | 1.9796 | 1.985 | 1.8397 | 0.8791 | 0.6835 | 1.614 |
Largest Winning Trade | 344605 | 344605 | 37788 | 1022829 | 1022829 | 513744 |
Largest Losing Trade | -47109 | -47109 | -10875 | -1329117 | -1329117 | -231112 |
Avg Bars in Trades | 63 | 110 | 17 | 63 | 110 | 17 |
Avg Bars in Winners | 77 | 135 | 19 | 77 | 135 | 19 |
Avg Bars in Losers | 42 | 72 | 14 | 42 | 72 | 14 |
Bars Traded | 4494 | 3868 | 626 | 4494 | 3868 | 626 |
Profit Streak | 0 | 193 | 0 | 0 | 193 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -75982 | 555019 | -113057 | -132233 | -343157 | -38857 |
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{ "first_band": { "type": "sma", "factors": { "length": 110, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 43, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 110, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 43, "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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