Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1158009.9318 | 1366697.2088 | -208687.277 | -97648.8519 | 449471.2088 | -547120.0608 |
Total P&L (%) | 1158.0099 | 1366.6972 | -208.6873 | -97.6489 | 449.4712 | -547.1201 |
Avg Daily Profit (%) | 0.5211 | 0.615 | -0.0939 | -0.1686 | 0.0767 | 0 |
Buy And Hold Return (%) | 409.1545 | 409.1545 | 409.1545 | 409.1545 | 409.1545 | 409.1545 |
Max Trade Drawdown | -279020 | -161994 | -200361 | -1135787 | -637131 | -541983 |
Profit Factor | 2.2723 | 3.809 | 0.5074 | 0.936 | 1.5439 | 0.2171 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 30 | 13 | 17 | 30 | 13 | 17 |
Losing Trades | 52 | 28 | 24 | 52 | 28 | 24 |
Profitability (%) | 36.5854 | 31.7073 | 41.4634 | 36.5854 | 31.7073 | 41.4634 |
Ratio Avg Win / Avg Loss | 3.9386 | 8.204 | 0.7163 | 1.6224 | 3.3253 | 0.3065 |
Largest Winning Trade | 1387830 | 1387830 | 40764 | 1061642 | 1061642 | 64862 |
Largest Losing Trade | -85435 | -51346 | -85435 | -538040 | -538040 | -324901 |
Avg Bars in Trades | 105 | 116 | 95 | 105 | 116 | 95 |
Avg Bars in Winners | 159 | 173 | 149 | 159 | 173 | 149 |
Avg Bars in Losers | 74 | 89 | 56 | 74 | 89 | 56 |
Bars Traded | 8666 | 4766 | 3900 | 8666 | 4766 | 3900 |
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 | -2148 | 310307 | -584062 | -591994 | -230055 | -584062 |
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{ "first_band": { "type": "sma", "factors": { "length": 14, "offset": 177 } }, "second_band": { "type": "dcm", "factors": { "length": 142, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 14, "offset": 177 } }, "second_band": { "type": "dcm", "factors": { "length": 142, "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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