Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1705183.172 | 1648038.7449 | 57144.4271 | 1458647.3587 | 1790027.1209 | -331379.7622 |
Total P&L (%) | 1705.1832 | 1648.0387 | 57.1444 | 1458.6474 | 1790.0271 | -331.3798 |
Avg Daily Profit (%) | 0.7509 | 0.7258 | 0.0252 | 0.121 | 0.1295 | 0 |
Buy And Hold Return (%) | 346.8363 | 346.8363 | 346.8363 | 346.8363 | 346.8363 | 346.8363 |
Max Trade Drawdown | -117263 | -96449 | -51353 | -6212559 | -3828670 | -3563738 |
Profit Factor | 3.8672 | 6.1255 | 1.2092 | 1.0684 | 1.1683 | 0.969 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 52 | 21 | 31 | 52 | 21 | 31 |
Losing Trades | 46 | 28 | 18 | 46 | 28 | 18 |
Profitability (%) | 53.0612 | 42.8571 | 63.2653 | 53.0612 | 42.8571 | 63.2653 |
Ratio Avg Win / Avg Loss | 3.421 | 8.1673 | 0.7021 | 0.9451 | 1.5578 | 0.5627 |
Largest Winning Trade | 1336185 | 1336185 | 39180 | 5023251 | 5023251 | 1934126 |
Largest Losing Trade | -52384 | -52384 | -42179 | -3024314 | -1925819 | -3024314 |
Avg Bars in Trades | 89 | 114 | 64 | 89 | 114 | 64 |
Avg Bars in Winners | 105 | 157 | 70 | 105 | 157 | 70 |
Avg Bars in Losers | 70 | 81 | 54 | 70 | 81 | 54 |
Bars Traded | 8762 | 5586 | 3176 | 8762 | 5586 | 3176 |
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 | 682599 | 605669 | -325352 | -179389 | -57844 | -578962 |
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{ "first_band": { "type": "sma", "factors": { "length": 237, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 182, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 237, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 182, "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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