Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1954950.9153 | 1807865.3985 | 147085.5169 | 194444201.0742 | 130151170.8674 | 64293030.2067 |
Total P&L (%) | 1954.9509 | 1807.8654 | 147.0855 | 194444.2011 | 130151.1709 | 64293.0302 |
Avg Daily Profit (%) | 0.9387 | 0.8681 | 0.0706 | 0.3643 | 0.345 | 0.311 |
Buy And Hold Return (%) | 10947.8482 | 10947.8482 | 10947.8482 | 10947.8482 | 10947.8482 | 10947.8482 |
Max Trade Drawdown | -92432 | -72496 | -70712 | -75987632 | -75388844 | -57503867 |
Profit Factor | 3.6553 | 5.2737 | 1.4696 | 1.3515 | 1.3903 | 1.2926 |
Total Trades | 255 | 127 | 128 | 255 | 127 | 128 |
Winning Trades | 110 | 53 | 57 | 110 | 53 | 57 |
Losing Trades | 145 | 74 | 71 | 145 | 74 | 71 |
Profitability (%) | 43.1373 | 41.7323 | 44.5313 | 43.1373 | 41.7323 | 44.5313 |
Ratio Avg Win / Avg Loss | 4.8184 | 7.3632 | 1.8306 | 1.7815 | 1.9412 | 1.6101 |
Largest Winning Trade | 727439 | 727439 | 33739 | 101031480 | 101031480 | 42518688 |
Largest Losing Trade | -25117 | -22211 | -25117 | -40181345 | -35554386 | -40181345 |
Avg Bars in Trades | 96 | 121 | 71 | 96 | 121 | 71 |
Avg Bars in Winners | 141 | 183 | 101 | 141 | 183 | 101 |
Avg Bars in Losers | 62 | 77 | 46 | 62 | 77 | 46 |
Bars Traded | 24576 | 15478 | 9098 | 24576 | 15478 | 9098 |
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 | -147017 | -147989 | -264524 | 346212 | 273283 | 253576 |
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{ "first_band": { "type": "dcl", "factors": { "length": 14, "offset": 158 } }, "second_band": { "type": "sma", "factors": { "length": 68, "offset": 0 } } }
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{ "first_band": { "type": "dcl", "factors": { "length": 14, "offset": 158 } }, "second_band": { "type": "sma", "factors": { "length": 68, "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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