Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1621415.8988 | 1583054.318 | 38361.5808 | 1123114.5104 | 325355.1548 | 797759.3556 |
Total P&L (%) | 1621.4159 | 1583.0543 | 38.3616 | 1123.1145 | 325.3552 | 797.7594 |
Avg Daily Profit (%) | 0.7168 | 0.6998 | 0.017 | 0.1108 | 0.064 | 0.0971 |
Buy And Hold Return (%) | 255.914 | 255.914 | 255.914 | 255.914 | 255.914 | 255.914 |
Max Trade Drawdown | -108678 | -62988 | -118287 | -1295213 | -1224479 | -1068511 |
Profit Factor | 3.7752 | 6.3808 | 1.1323 | 1.209 | 1.1104 | 1.3286 |
Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Winning Trades | 37 | 15 | 22 | 37 | 15 | 22 |
Losing Trades | 44 | 26 | 18 | 44 | 26 | 18 |
Profitability (%) | 45.679 | 36.5854 | 55 | 45.679 | 36.5854 | 55 |
Ratio Avg Win / Avg Loss | 4.4894 | 11.06 | 0.9264 | 1.4377 | 1.9247 | 1.0871 |
Largest Winning Trade | 1155138 | 1155138 | 59333 | 766824 | 766824 | 655996 |
Largest Losing Trade | -57597 | -47511 | -57597 | -1059977 | -603174 | -1059977 |
Avg Bars in Trades | 80 | 77 | 83 | 80 | 77 | 83 |
Avg Bars in Winners | 137 | 153 | 126 | 137 | 153 | 126 |
Avg Bars in Losers | 32 | 33 | 30 | 32 | 33 | 30 |
Bars Traded | 6503 | 3174 | 3330 | 6503 | 3174 | 3330 |
Profit Streak | 0 | 0 | 163.58 | 0 | 0 | 163.58 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 34232 | 544119 | -410652 | -65018 | -291940 | -63677 |
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{ "first_band": { "type": "sma", "factors": { "length": 103, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 33, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 103, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 33, "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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