Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 923012.0322 | 845869.9047 | 77142.1275 | 2449939.3157 | 13078426.8226 | -10628487.5069 |
Total P&L (%) | 923.012 | 845.8699 | 77.1421 | 2449.9393 | 13078.4268 | -10628.4875 |
Avg Daily Profit (%) | 0.4257 | 0.3901 | 0.0356 | 0.1495 | 0.2254 | 0 |
Buy And Hold Return (%) | 426.2222 | 426.2222 | 426.2222 | 426.2222 | 426.2222 | 426.2222 |
Max Trade Drawdown | -212969 | -144707 | -122553 | -18786397 | -11119493 | -14079195 |
Profit Factor | 2.1437 | 3.4162 | 1.1688 | 1.0499 | 1.6408 | 0.6294 |
Total Trades | 147 | 74 | 73 | 147 | 74 | 73 |
Winning Trades | 72 | 34 | 38 | 72 | 34 | 38 |
Losing Trades | 75 | 40 | 35 | 75 | 40 | 35 |
Profitability (%) | 48.9796 | 45.9459 | 52.0548 | 48.9796 | 45.9459 | 52.0548 |
Ratio Avg Win / Avg Loss | 2.233 | 4.0191 | 1.0765 | 1.0937 | 1.9304 | 0.5797 |
Largest Winning Trade | 244188 | 244188 | 50519 | 11388035 | 11388035 | 4882620 |
Largest Losing Trade | -63042 | -30657 | -63042 | -5072635 | -4457587 | -5072635 |
Avg Bars in Trades | 86 | 113 | 58 | 86 | 113 | 58 |
Avg Bars in Winners | 113 | 157 | 74 | 113 | 157 | 74 |
Avg Bars in Losers | 59 | 76 | 40 | 59 | 76 | 40 |
Bars Traded | 12666 | 8404 | 4262 | 12666 | 8404 | 4262 |
Profit Streak | 45.1284 | 45.1284 | 79.9617 | 45.1284 | 45.1284 | 79.9617 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 350800 | -55842 | -416717 | -158050 | -53685 | -651506 |
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{ "first_band": { "type": "sma", "factors": { "length": 202, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 151, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 202, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 151, "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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