Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 471355.2474 | 379800.2251 | 91555.0223 | 545080.5673 | 114302.0155 | 430778.5518 |
Total P&L (%) | 471.3552 | 379.8002 | 91.555 | 545.0806 | 114.302 | 430.7786 |
Avg Daily Profit (%) | 0.4344 | 0.35 | 0.0844 | 0.172 | 0.0703 | 0.154 |
Buy And Hold Return (%) | 12.321 | 12.321 | 12.321 | 12.321 | 12.321 | 12.321 |
Max Trade Drawdown | -101616 | -92596 | -32513 | -990188 | -828232 | -235340 |
Profit Factor | 2.3176 | 2.6162 | 1.746 | 1.2357 | 1.0724 | 1.5876 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Losing Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Profitability (%) | 53.5211 | 54.2857 | 52.7778 | 53.5211 | 54.2857 | 52.7778 |
Ratio Avg Win / Avg Loss | 2.0127 | 2.2031 | 1.5622 | 1.0731 | 0.903 | 1.4205 |
Largest Winning Trade | 339079 | 339079 | 28600 | 418843 | 418843 | 342654 |
Largest Losing Trade | -47038 | -47038 | -24055 | -348884 | -348884 | -204325 |
Avg Bars in Trades | 57 | 74 | 41 | 57 | 74 | 41 |
Avg Bars in Winners | 58 | 66 | 50 | 58 | 66 | 50 |
Avg Bars in Losers | 57 | 84 | 31 | 57 | 84 | 31 |
Bars Traded | 4111 | 2608 | 1503 | 4111 | 2608 | 1503 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -76505 | 519793 | -76627 | -83054 | -241151 | 339369 |
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{ "first_band": { "type": "sma", "factors": { "length": 84, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 122, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 84, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 122, "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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