Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1438225.7913 | 1247829.3252 | 190396.4661 | 127725018.4355 | 196704189.9194 | -68979171.4839 |
Total P&L (%) | 1438.2258 | 1247.8293 | 190.3965 | 127725.0184 | 196704.1899 | -68979.1715 |
Avg Daily Profit (%) | 0.5734 | 0.4975 | 0.0759 | 0.2856 | 0.3029 | 0 |
Buy And Hold Return (%) | 2762.3308 | 2762.3308 | 2762.3308 | 2762.3308 | 2762.3308 | 2762.3308 |
Max Trade Drawdown | -98180 | -84708 | -74454 | -267297934 | -137401498 | -205297604 |
Profit Factor | 2.7679 | 3.8265 | 1.5117 | 1.1572 | 1.4793 | 0.8285 |
Total Trades | 220 | 110 | 110 | 220 | 110 | 110 |
Winning Trades | 100 | 48 | 52 | 100 | 48 | 52 |
Losing Trades | 120 | 62 | 58 | 120 | 62 | 58 |
Profitability (%) | 45.4545 | 43.6364 | 47.2727 | 45.4545 | 43.6364 | 47.2727 |
Ratio Avg Win / Avg Loss | 3.3215 | 4.9426 | 1.6862 | 1.3886 | 1.9107 | 0.9241 |
Largest Winning Trade | 608714 | 608714 | 52118 | 159462996 | 159462996 | 68998587 |
Largest Losing Trade | -40164 | -17593 | -40164 | -116848220 | -56373937 | -116848220 |
Avg Bars in Trades | 45 | 43 | 47 | 45 | 43 | 47 |
Avg Bars in Winners | 67 | 67 | 68 | 67 | 67 | 68 |
Avg Bars in Losers | 26 | 24 | 28 | 26 | 24 | 28 |
Bars Traded | 9914 | 4730 | 5184 | 9914 | 4730 | 5184 |
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 | -149882 | -150999 | -256206 | -39495 | 304954 | -582100 |
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{ "first_band": { "type": "dcm", "factors": { "length": 75, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 11, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 75, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 11, "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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