Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1152123.8257 | 1044439.5283 | 107684.2974 | 560781.8719 | -470283.9999 | 1031065.8718 |
Total P&L (%) | 1152.1238 | 1044.4395 | 107.6843 | 560.7819 | -470.284 | 1031.0659 |
Avg Daily Profit (%) | 0.6199 | 0.5619 | 0.0579 | 0.1016 | 0 | 0.1306 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -202741 | -125965 | -123486 | -2775478 | -1395399 | -1825496 |
Profit Factor | 3.1693 | 4.7982 | 1.4204 | 1.1047 | 0.8226 | 1.3815 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Losing Trades | 50 | 25 | 25 | 50 | 25 | 25 |
Profitability (%) | 40.4762 | 40.4762 | 40.4762 | 40.4762 | 40.4762 | 40.4762 |
Ratio Avg Win / Avg Loss | 4.6608 | 7.0562 | 2.0889 | 1.6246 | 1.2097 | 2.0317 |
Largest Winning Trade | 1055165 | 1055165 | 59484 | 792828 | 670337 | 792828 |
Largest Losing Trade | -46982 | -46982 | -36470 | -708369 | -345368 | -708369 |
Avg Bars in Trades | 64 | 59 | 69 | 64 | 59 | 69 |
Avg Bars in Winners | 100 | 85 | 116 | 100 | 85 | 116 |
Avg Bars in Losers | 40 | 42 | 38 | 40 | 42 | 38 |
Bars Traded | 5442 | 2518 | 2924 | 5442 | 2518 | 2924 |
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 | 511342 | 544238 | -117287 | -164540 | -582771 | -20230 |
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{ "first_band": { "type": "sma", "factors": { "length": 99, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 55, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 99, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 55, "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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