Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 572824.3531 | 490040.2055 | 82784.1476 | 321736.4956 | 245979.3361 | 75757.1595 |
Total P&L (%) | 572.8244 | 490.0402 | 82.7841 | 321.7365 | 245.9793 | 75.7572 |
Avg Daily Profit (%) | 0.2444 | 0.2091 | 0.0353 | 0.0614 | 0.053 | 0.0241 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -116052 | -107101 | -70639 | -568227 | -552675 | -307098 |
Profit Factor | 1.8659 | 2.2715 | 1.2998 | 1.1409 | 1.1764 | 1.0852 |
Total Trades | 106 | 53 | 53 | 106 | 53 | 53 |
Winning Trades | 48 | 22 | 26 | 48 | 22 | 26 |
Losing Trades | 58 | 31 | 27 | 58 | 31 | 27 |
Profitability (%) | 45.283 | 41.5094 | 49.0566 | 45.283 | 41.5094 | 49.0566 |
Ratio Avg Win / Avg Loss | 2.2547 | 3.2007 | 1.3498 | 1.3786 | 1.6577 | 1.1269 |
Largest Winning Trade | 379883 | 379883 | 45519 | 492420 | 492420 | 216590 |
Largest Losing Trade | -47659 | -47659 | -30662 | -165008 | -165008 | -161661 |
Avg Bars in Trades | 64 | 91 | 37 | 64 | 91 | 37 |
Avg Bars in Winners | 78 | 116 | 46 | 78 | 116 | 46 |
Avg Bars in Losers | 52 | 73 | 28 | 52 | 73 | 28 |
Bars Traded | 6829 | 4842 | 1986 | 6829 | 4842 | 1986 |
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 | 374619 | -171334 | -326056 | -178024 | -330913 | -467972 |
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{ "first_band": { "type": "sma", "factors": { "length": 162, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 168, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 162, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 168, "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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