Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1362286.6693 | 1300552.196 | 61734.4734 | 3719102.5129 | 2918066.6667 | 801035.8462 |
Total P&L (%) | 1362.2867 | 1300.5522 | 61.7345 | 3719.1025 | 2918.0667 | 801.0358 |
Avg Daily Profit (%) | 0.752 | 0.7179 | 0.0341 | 0.2013 | 0.1883 | 0.1214 |
Buy And Hold Return (%) | 447.5639 | 447.5639 | 447.5639 | 447.5639 | 447.5639 | 447.5639 |
Max Trade Drawdown | -96799 | -66195 | -75228 | -2816308 | -2442355 | -1821707 |
Profit Factor | 3.1034 | 5.382 | 1.1759 | 1.2833 | 1.4784 | 1.114 |
Total Trades | 119 | 59 | 60 | 119 | 59 | 60 |
Winning Trades | 41 | 18 | 23 | 41 | 18 | 23 |
Losing Trades | 78 | 41 | 37 | 78 | 41 | 37 |
Profitability (%) | 34.4538 | 30.5085 | 38.3333 | 34.4538 | 30.5085 | 38.3333 |
Ratio Avg Win / Avg Loss | 5.904 | 12.2591 | 1.8917 | 2.4415 | 3.3674 | 1.7921 |
Largest Winning Trade | 812575 | 812575 | 74235 | 2499488 | 2499488 | 1601741 |
Largest Losing Trade | -33575 | -20701 | -33575 | -795334 | -694455 | -795334 |
Avg Bars in Trades | 89 | 84 | 95 | 89 | 84 | 95 |
Avg Bars in Winners | 167 | 151 | 180 | 167 | 151 | 180 |
Avg Bars in Losers | 49 | 55 | 42 | 49 | 55 | 42 |
Bars Traded | 10695 | 4994 | 5701 | 10695 | 4994 | 5701 |
Profit Streak | 0 | 8.6328 | 0 | 0 | 8.6328 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 355799 | -166522 | -513018 | 122833 | -173965 | -306764 |
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{ "first_band": { "type": "sma", "factors": { "length": 126, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 14, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 126, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 14, "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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