Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1179884.4129 | 1246364.8184 | -66480.4056 | 173105.0935 | 757884.8488 | -584779.7553 |
Total P&L (%) | 1179.8844 | 1246.3648 | -66.4804 | 173.1051 | 757.8848 | -584.7798 |
Avg Daily Profit (%) | 0.543 | 0.5736 | -0.0306 | 0.0462 | 0.099 | 0 |
Buy And Hold Return (%) | 400.4205 | 400.4205 | 400.4205 | 400.4205 | 400.4205 | 400.4205 |
Max Trade Drawdown | -203990 | -137632 | -134330 | -1746238 | -1046585 | -787928 |
Profit Factor | 2.7189 | 4.4803 | 0.7975 | 1.0596 | 1.4783 | 0.5574 |
Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Winning Trades | 24 | 13 | 11 | 24 | 13 | 11 |
Losing Trades | 57 | 28 | 29 | 57 | 28 | 29 |
Profitability (%) | 29.6296 | 31.7073 | 27.5 | 29.6296 | 31.7073 | 27.5 |
Ratio Avg Win / Avg Loss | 6.4573 | 9.6499 | 2.1025 | 2.5165 | 3.184 | 1.4695 |
Largest Winning Trade | 799703 | 799703 | 65977 | 1383884 | 1383884 | 245348 |
Largest Losing Trade | -42845 | -42845 | -26578 | -345652 | -345652 | -285039 |
Avg Bars in Trades | 100 | 104 | 96 | 100 | 104 | 96 |
Avg Bars in Winners | 240 | 248 | 230 | 240 | 248 | 230 |
Avg Bars in Losers | 41 | 37 | 46 | 41 | 37 | 46 |
Bars Traded | 8151 | 4275 | 3876 | 8151 | 4275 | 3876 |
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 | -12689 | 307995 | -596768 | -476496 | -72843 | -597879 |
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{ "first_band": { "type": "sma", "factors": { "length": 224, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 16, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 224, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 16, "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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