Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 7351556.1186 | 7490086.6771 | -138530.5585 | 16518.6094 | 626600.258 | -610081.6486 |
Total P&L (%) | 7351.5561 | 7490.0867 | -138.5306 | 16.5186 | 626.6003 | -610.0816 |
Avg Daily Profit (%) | 3.598 | 3.6658 | -0.0678 | 0.0075 | 0.0971 | 0 |
Buy And Hold Return (%) | 3409.2825 | 3409.2825 | 3409.2825 | 3409.2825 | 3409.2825 | 3409.2825 |
Max Trade Drawdown | -158867 | -120839 | -282349 | -617362 | -69019 | -646261 |
Profit Factor | 10.0177 | 22.6204 | 0.7045 | 1.0163 | 3.6402 | 0.217 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Losing Trades | 28 | 14 | 14 | 28 | 14 | 14 |
Profitability (%) | 55.5556 | 54.8387 | 56.25 | 55.5556 | 54.8387 | 56.25 |
Ratio Avg Win / Avg Loss | 8.0142 | 18.6286 | 0.5479 | 0.813 | 2.9978 | 0.1688 |
Largest Winning Trade | 7239077 | 7239077 | 39329 | 624882 | 624882 | 32890 |
Largest Losing Trade | -88407 | -64626 | -88407 | -560072 | -52552 | -560072 |
Avg Bars in Trades | 118 | 180 | 59 | 118 | 180 | 59 |
Avg Bars in Winners | 129 | 197 | 66 | 129 | 197 | 66 |
Avg Bars in Losers | 105 | 160 | 50 | 105 | 160 | 50 |
Bars Traded | 7491 | 5596 | 1895 | 7491 | 5596 | 1895 |
Profit Streak | 294.9544 | 0 | 296.9544 | 294.9544 | 0 | 296.9544 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -131415 | 690962 | -579412 | -702616 | -221304 | -579412 |
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{ "first_band": { "type": "sma", "factors": { "length": 157, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 236, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 157, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 236, "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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