Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1355855.2172 | 1356551.1691 | -695.9519 | 504915.4775 | 279086.2267 | 225829.2508 |
Total P&L (%) | 1355.8552 | 1356.5512 | -0.696 | 504.9155 | 279.0862 | 225.8293 |
Avg Daily Profit (%) | 0.7264 | 0.7267 | -0.0004 | 0.0965 | 0.0714 | 0.0633 |
Buy And Hold Return (%) | 384.7346 | 384.7346 | 384.7346 | 384.7346 | 384.7346 | 384.7346 |
Max Trade Drawdown | -204601 | -216238 | -50336 | -6109384 | -6751163 | -726164 |
Profit Factor | 2.1962 | 2.5445 | 0.9973 | 1.0276 | 1.0189 | 1.0639 |
Total Trades | 312 | 156 | 156 | 312 | 156 | 156 |
Winning Trades | 116 | 59 | 57 | 116 | 59 | 57 |
Losing Trades | 196 | 97 | 99 | 196 | 97 | 99 |
Profitability (%) | 37.1795 | 37.8205 | 36.5385 | 37.1795 | 37.8205 | 36.5385 |
Ratio Avg Win / Avg Loss | 3.7108 | 4.1834 | 1.7321 | 1.7362 | 1.6751 | 1.8478 |
Largest Winning Trade | 693033 | 693033 | 21233 | 5828226 | 5828226 | 296694 |
Largest Losing Trade | -36180 | -36180 | -12247 | -1245500 | -1245500 | -445240 |
Avg Bars in Trades | 70 | 134 | 7 | 70 | 134 | 7 |
Avg Bars in Winners | 99 | 187 | 8 | 99 | 187 | 8 |
Avg Bars in Losers | 53 | 101 | 7 | 53 | 101 | 7 |
Bars Traded | 22147 | 20926 | 1221 | 22147 | 20926 | 1221 |
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 | 385773 | 369811 | -582695 | -324813 | -466496 | -428000 |
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{ "first_band": { "type": "sma", "factors": { "length": 59, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 26, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 59, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 26, "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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