Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 459600.3982 | 447536.9813 | 12063.4169 | 312739.7872 | 312578.4935 | 161.2937 |
Total P&L (%) | 459.6004 | 447.537 | 12.0634 | 312.7398 | 312.5785 | 0.1613 |
Avg Daily Profit (%) | 0.8824 | 0.8593 | 0.0232 | 0.2726 | 0.2725 | 0.0003 |
Buy And Hold Return (%) | 229.947 | 229.947 | 229.947 | 229.947 | 229.947 | 229.947 |
Max Trade Drawdown | -58227 | -48189 | -27346 | -206936 | -177339 | -116747 |
Profit Factor | 2.1986 | 2.7472 | 1.0948 | 1.2663 | 1.3933 | 1.0004 |
Total Trades | 227 | 114 | 113 | 227 | 114 | 113 |
Winning Trades | 100 | 42 | 58 | 100 | 42 | 58 |
Losing Trades | 127 | 72 | 55 | 127 | 72 | 55 |
Profitability (%) | 44.0529 | 36.8421 | 51.3274 | 44.0529 | 36.8421 | 51.3274 |
Ratio Avg Win / Avg Loss | 2.7922 | 4.7095 | 1.0381 | 1.6081 | 2.3884 | 0.9487 |
Largest Winning Trade | 439202 | 439202 | 13939 | 341579 | 341579 | 35799 |
Largest Losing Trade | -16541 | -16541 | -6684 | -59449 | -59449 | -28694 |
Avg Bars in Trades | 108 | 171 | 44 | 108 | 171 | 44 |
Avg Bars in Winners | 140 | 266 | 48 | 140 | 266 | 48 |
Avg Bars in Losers | 83 | 116 | 40 | 83 | 116 | 40 |
Bars Traded | 24620 | 19568 | 5052 | 24620 | 19568 | 5052 |
Profit Streak | 0 | 0 | 30.1558 | 0 | 0 | 30.1558 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 302878 | 174921 | -443180 | -46225 | -49911 | -579083 |
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{ "first_band": { "type": "sma", "factors": { "length": 231, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 58, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 231, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 58, "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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