Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 452301.6102 | 500537.3768 | -48235.7666 | -64249.2113 | 383736.9752 | -447986.1865 |
Total P&L (%) | 452.3016 | 500.5374 | -48.2358 | -64.2492 | 383.737 | -447.9862 |
Avg Daily Profit (%) | 0.2372 | 0.2625 | -0.0253 | -0.0539 | 0.0827 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -257639 | -190783 | -111127 | -632167 | -330505 | -459243 |
Profit Factor | 1.7824 | 2.9133 | 0.8476 | 0.9481 | 2.0036 | 0.4762 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 38 | 15 | 23 | 38 | 15 | 23 |
Losing Trades | 42 | 25 | 17 | 42 | 25 | 17 |
Profitability (%) | 47.5 | 37.5 | 57.5 | 47.5 | 37.5 | 57.5 |
Ratio Avg Win / Avg Loss | 1.97 | 4.8555 | 0.6265 | 1.0479 | 3.3394 | 0.352 |
Largest Winning Trade | 588708 | 588708 | 45206 | 554893 | 554893 | 103447 |
Largest Losing Trade | -46348 | -41529 | -46348 | -300872 | -150982 | -300872 |
Avg Bars in Trades | 92 | 99 | 85 | 92 | 99 | 85 |
Avg Bars in Winners | 103 | 127 | 87 | 103 | 127 | 87 |
Avg Bars in Losers | 82 | 82 | 83 | 82 | 82 | 83 |
Bars Traded | 7378 | 3963 | 3415 | 7378 | 3963 | 3415 |
Profit Streak | 0 | 0 | 65.0795 | 0 | 0 | 65.0795 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -13430 | 334865 | -578805 | -603861 | -83556 | -578805 |
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{ "first_band": { "type": "sma", "factors": { "length": 197, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 125, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 197, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 125, "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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