Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 698785.079 | 552219.1733 | 146565.9057 | 4466474.2413 | 830696.9411 | 3635777.3002 |
Total P&L (%) | 698.7851 | 552.2192 | 146.5659 | 4466.4742 | 830.6969 | 3635.7773 |
Avg Daily Profit (%) | 0.3769 | 0.2979 | 0.0791 | 0.2063 | 0.1204 | 0.1955 |
Buy And Hold Return (%) | 77.9812 | 77.9812 | 77.9812 | 77.9812 | 77.9812 | 77.9812 |
Max Trade Drawdown | -62447 | -79409 | -76984 | -3147161 | -2469041 | -2231521 |
Profit Factor | 2.4606 | 2.9827 | 1.7331 | 1.4149 | 1.1176 | 1.9816 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 44 | 20 | 24 | 44 | 20 | 24 |
Losing Trades | 35 | 20 | 15 | 35 | 20 | 15 |
Profitability (%) | 55.6962 | 50 | 61.5385 | 55.6962 | 50 | 61.5385 |
Ratio Avg Win / Avg Loss | 1.9573 | 2.9827 | 1.0832 | 1.1255 | 1.1176 | 1.2385 |
Largest Winning Trade | 169323 | 169323 | 64233 | 2258071 | 2258071 | 1662803 |
Largest Losing Trade | -36401 | -36234 | -36401 | -1785898 | -1785898 | -1555041 |
Avg Bars in Trades | 86 | 63 | 110 | 86 | 63 | 110 |
Avg Bars in Winners | 99 | 53 | 138 | 99 | 53 | 138 |
Avg Bars in Losers | 70 | 74 | 64 | 70 | 74 | 64 |
Bars Traded | 6855 | 2547 | 4308 | 6855 | 2547 | 4308 |
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 | -16300 | 525562 | -91402 | -21661 | -122959 | 438085 |
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{ "first_band": { "type": "dcm", "factors": { "length": 186, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 60, "offset": 0 } } }
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# | 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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