Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 474827.8447 | 410822.5028 | 64005.3419 | 204925.9082 | 294901.4754 | -89975.5672 |
Total P&L (%) | 474.8278 | 410.8225 | 64.0053 | 204.9259 | 294.9015 | -89.9756 |
Avg Daily Profit (%) | 0.256 | 0.2215 | 0.0345 | 0.0601 | 0.0741 | -0.124 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -176802 | -167118 | -87275 | -569888 | -377666 | -291182 |
Profit Factor | 1.685 | 2.2678 | 1.1734 | 1.1109 | 1.3829 | 0.9165 |
Total Trades | 121 | 61 | 60 | 121 | 61 | 60 |
Winning Trades | 62 | 30 | 32 | 62 | 30 | 32 |
Losing Trades | 59 | 31 | 28 | 59 | 31 | 28 |
Profitability (%) | 51.2397 | 49.1803 | 53.3333 | 51.2397 | 49.1803 | 53.3333 |
Ratio Avg Win / Avg Loss | 1.6034 | 2.3434 | 1.0267 | 1.0571 | 1.429 | 0.802 |
Largest Winning Trade | 206446 | 206446 | 63458 | 295432 | 295432 | 144044 |
Largest Losing Trade | -61986 | -33232 | -61986 | -209015 | -93991 | -209015 |
Avg Bars in Trades | 88 | 107 | 70 | 88 | 107 | 70 |
Avg Bars in Winners | 109 | 127 | 93 | 109 | 127 | 93 |
Avg Bars in Losers | 66 | 87 | 44 | 66 | 87 | 44 |
Bars Traded | 10757 | 6530 | 4227 | 10757 | 6530 | 4227 |
Profit Streak | 16.5227 | 16.5227 | 71.6894 | 16.5227 | 16.5227 | 71.6894 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 462339 | -149302 | -344376 | -209635 | -254855 | -748149 |
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{ "first_band": { "type": "sma", "factors": { "length": 203, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 145, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 203, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 145, "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) |
---|