Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 146030.8898 | 310667.2809 | -164636.3911 | -99614.2079 | 97883.6587 | -197497.8666 |
Total P&L (%) | 146.0309 | 310.6673 | -164.6364 | -99.6142 | 97.8837 | -197.4979 |
Avg Daily Profit (%) | 0.0739 | 0.1572 | -0.0833 | -0.2808 | 0.0345 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -353269 | -234978 | -207986 | -482944 | -358892 | -214374 |
Profit Factor | 1.1822 | 1.6806 | 0.5231 | 0.8784 | 1.2047 | 0.4206 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Losing Trades | 53 | 26 | 27 | 53 | 26 | 27 |
Profitability (%) | 43.617 | 44.6809 | 42.5532 | 43.617 | 44.6809 | 42.5532 |
Ratio Avg Win / Avg Loss | 1.5281 | 2.0807 | 0.7062 | 1.1354 | 1.4916 | 0.5678 |
Largest Winning Trade | 431999 | 431999 | 30135 | 170078 | 170078 | 49904 |
Largest Losing Trade | -94876 | -72826 | -94876 | -174165 | -174165 | -99388 |
Avg Bars in Trades | 80 | 123 | 38 | 80 | 123 | 38 |
Avg Bars in Winners | 112 | 177 | 44 | 112 | 177 | 44 |
Avg Bars in Losers | 55 | 79 | 33 | 55 | 79 | 33 |
Bars Traded | 7595 | 5802 | 1793 | 7595 | 5802 | 1793 |
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 | -115589 | 304246 | -583592 | -581342 | -149248 | -583592 |
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{ "first_band": { "type": "sma", "factors": { "length": 247, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 206, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 247, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 206, "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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