Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 108456.9406 | 54329.8747 | 54127.0659 | 76669.416 | 8418.0755 | 68251.3405 |
Total P&L (%) | 108.4569 | 54.3299 | 54.1271 | 76.6694 | 8.4181 | 68.2513 |
Avg Daily Profit (%) | 0.2121 | 0.1063 | 0.1059 | 0.1114 | 0.0158 | 0.1018 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -91928 | -69667 | -36114 | -125410 | -93560 | -33813 |
Profit Factor | 1.3717 | 1.2668 | 1.6136 | 1.2425 | 1.0367 | 1.7878 |
Total Trades | 105 | 52 | 53 | 105 | 52 | 53 |
Winning Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Losing Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Profitability (%) | 62.8571 | 63.4615 | 62.2642 | 62.8571 | 63.4615 | 62.2642 |
Ratio Avg Win / Avg Loss | 0.8105 | 0.7294 | 0.9779 | 0.7342 | 0.5969 | 1.0835 |
Largest Winning Trade | 22893 | 22893 | 13093 | 21364 | 21364 | 18578 |
Largest Losing Trade | -30834 | -30834 | -23120 | -36902 | -36902 | -22410 |
Avg Bars in Trades | 223 | 339 | 109 | 223 | 339 | 109 |
Avg Bars in Winners | 122 | 154 | 90 | 122 | 154 | 90 |
Avg Bars in Losers | 394 | 660 | 142 | 394 | 660 | 142 |
Bars Traded | 23487 | 17667 | 5820 | 23487 | 17667 | 5820 |
Profit Streak | 32.5882 | 0 | 53.5048 | 32.5882 | 0 | 53.5048 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 304830 | -232871 | -230942 | -44364 | -698269 | -233401 |
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{ "first_band": { "type": "sma", "factors": { "length": 82, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 91, "offset": 196 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 82, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 91, "offset": 196 } } }
# | 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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