Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1017145.6971 | 866053.6034 | 151092.0938 | 20459048.3051 | 19469136.2018 | 989912.1032 |
Total P&L (%) | 1017.1457 | 866.0536 | 151.0921 | 20459.0483 | 19469.1362 | 989.9121 |
Avg Daily Profit (%) | 0.4067 | 0.3463 | 0.0604 | 0.2132 | 0.2112 | 0.0956 |
Buy And Hold Return (%) | 789.8062 | 789.8062 | 789.8062 | 789.8062 | 789.8062 | 789.8062 |
Max Trade Drawdown | -123802 | -87492 | -75797 | -9056326 | -5560209 | -5369950 |
Profit Factor | 3.6543 | 4.9487 | 1.922 | 2.0129 | 2.7722 | 1.1075 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Losing Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Profitability (%) | 49.3827 | 50 | 48.7805 | 49.3827 | 50 | 48.7805 |
Ratio Avg Win / Avg Loss | 3.7457 | 4.9487 | 2.0181 | 2.0632 | 2.7722 | 1.1628 |
Largest Winning Trade | 370023 | 370023 | 62101 | 12944642 | 12944642 | 1649198 |
Largest Losing Trade | -23426 | -21513 | -23426 | -2225210 | -1830087 | -2225210 |
Avg Bars in Trades | 84 | 108 | 61 | 84 | 108 | 61 |
Avg Bars in Winners | 109 | 122 | 96 | 109 | 122 | 96 |
Avg Bars in Losers | 60 | 94 | 28 | 60 | 94 | 28 |
Bars Traded | 6864 | 4345 | 2519 | 6864 | 4345 | 2519 |
Profit Streak | 0 | 139.1567 | 0 | 0 | 139.1567 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -76131 | -118098 | -274811 | -4541 | 504817 | -254685 |
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{ "first_band": { "type": "sma", "factors": { "length": 112, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 201, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 112, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 201, "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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