Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 358646.5171 | 341563.4776 | 17083.0395 | -25469.5019 | 161788.5384 | -187258.0403 |
Total P&L (%) | 358.6465 | 341.5635 | 17.083 | -25.4695 | 161.7885 | -187.258 |
Avg Daily Profit (%) | 0.225 | 0.2142 | 0.0107 | -0.0184 | 0.0604 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -219575 | -166771 | -71445 | -998772 | -734345 | -317093 |
Profit Factor | 1.6159 | 1.9992 | 1.071 | 0.9852 | 1.1497 | 0.7089 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 39 | 17 | 22 | 39 | 17 | 22 |
Losing Trades | 46 | 25 | 21 | 46 | 25 | 21 |
Profitability (%) | 45.8824 | 40.4762 | 51.1628 | 45.8824 | 40.4762 | 51.1628 |
Ratio Avg Win / Avg Loss | 1.906 | 2.94 | 1.0224 | 1.1621 | 1.6907 | 0.6767 |
Largest Winning Trade | 332294 | 332294 | 36845 | 600249 | 600249 | 46456 |
Largest Losing Trade | -41566 | -41566 | -28428 | -290524 | -290524 | -163816 |
Avg Bars in Trades | 68 | 110 | 28 | 68 | 110 | 28 |
Avg Bars in Winners | 71 | 122 | 32 | 71 | 122 | 32 |
Avg Bars in Losers | 66 | 102 | 23 | 66 | 102 | 23 |
Bars Traded | 5854 | 4641 | 1213 | 5854 | 4641 | 1213 |
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 | 342694 | 283722 | -329254 | -580485 | -170726 | -580298 |
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{ "first_band": { "type": "sma", "factors": { "length": 186, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 61, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 186, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 61, "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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