Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 386976.7996 | 369165.1586 | 17811.641 | -133093.9646 | 135356.5578 | -268450.5223 |
Total P&L (%) | 386.9768 | 369.1652 | 17.8116 | -133.094 | 135.3566 | -268.4505 |
Avg Daily Profit (%) | 0.1624 | 0.1549 | 0.0075 | 0 | 0.0359 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -198598 | -83199 | -205346 | -447578 | -118002 | -472751 |
Profit Factor | 1.2859 | 1.6065 | 1.0239 | 0.8738 | 1.3717 | 0.6114 |
Total Trades | 279 | 139 | 140 | 279 | 139 | 140 |
Winning Trades | 164 | 85 | 79 | 124 | 61 | 63 |
Losing Trades | 115 | 54 | 61 | 155 | 78 | 77 |
Profitability (%) | 58.7814 | 61.1511 | 56.4286 | 44.4444 | 43.8849 | 45 |
Ratio Avg Win / Avg Loss | 0.9017 | 1.0206 | 0.7906 | 1.0923 | 1.754 | 0.7472 |
Largest Winning Trade | 55535 | 55535 | 49239 | 73845 | 73845 | 62146 |
Largest Losing Trade | -110357 | -52275 | -110357 | -206089 | -45655 | -206089 |
Avg Bars in Trades | 50 | 45 | 55 | 50 | 45 | 55 |
Avg Bars in Winners | 43 | 39 | 48 | 52 | 47 | 57 |
Avg Bars in Losers | 59 | 54 | 63 | 48 | 43 | 53 |
Bars Traded | 14019 | 6312 | 7707 | 14019 | 6312 | 7707 |
Profit Streak | 0 | 56.6081 | 0 | 16.2748 | 0 | 18.1081 |
Trades During Streak | 0 | 2 | 0 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 296216 | 410614 | -386431 | -579236 | -145837 | -582341 |
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{ "first_band": { "type": "dcm", "factors": { "length": 140, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 91, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 140, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 91, "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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