Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 109065.3013 | 61281.2008 | 47784.1004 | 148946.4063 | 94056.9352 | 54889.4711 |
Total P&L (%) | 109.0653 | 61.2812 | 47.7841 | 148.9464 | 94.0569 | 54.8895 |
Avg Daily Profit (%) | 0.7852 | 0.4412 | 0.344 | 0.6587 | 0.4784 | 0.3155 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -28732 | -27164 | -23040 | -43461 | -25354 | -45923 |
Profit Factor | 1.5099 | 1.6024 | 1.4261 | 1.5372 | 1.8167 | 1.3386 |
Total Trades | 167 | 83 | 84 | 167 | 83 | 84 |
Winning Trades | 96 | 44 | 52 | 96 | 44 | 52 |
Losing Trades | 71 | 39 | 32 | 71 | 39 | 32 |
Profitability (%) | 57.485 | 53.012 | 61.9048 | 57.485 | 53.012 | 61.9048 |
Ratio Avg Win / Avg Loss | 1.1167 | 1.4203 | 0.8776 | 1.1369 | 1.6103 | 0.8237 |
Largest Winning Trade | 22258 | 22258 | 9409 | 22628 | 22628 | 14600 |
Largest Losing Trade | -19127 | -12309 | -19127 | -20320 | -10739 | -20320 |
Avg Bars in Trades | 76 | 77 | 75 | 76 | 77 | 75 |
Avg Bars in Winners | 66 | 61 | 70 | 66 | 61 | 70 |
Avg Bars in Losers | 90 | 96 | 84 | 90 | 96 | 84 |
Bars Traded | 12831 | 6458 | 6373 | 12831 | 6458 | 6373 |
Profit Streak | 128.2836 | 0 | 128.3565 | 128.2836 | 0 | 128.3565 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 526326 | 334802 | 244318 | 493425 | 422079 | 235127 |
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{ "first_band": { "type": "sma", "factors": { "length": 39, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 170, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 39, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 170, "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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