Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1203104.6351 | 1185472.0175 | 17632.6176 | 627908.543 | 754580.8614 | -126672.3184 |
Total P&L (%) | 1203.1046 | 1185.472 | 17.6326 | 627.9085 | 754.5809 | -126.6723 |
Avg Daily Profit (%) | 0.6636 | 0.6539 | 0.0097 | 0.1095 | 0.1184 | 0 |
Buy And Hold Return (%) | 475.0901 | 475.0901 | 475.0901 | 475.0901 | 475.0901 | 475.0901 |
Max Trade Drawdown | -199592 | -186050 | -45161 | -4354322 | -3959240 | -956766 |
Profit Factor | 3.0367 | 3.7976 | 1.1056 | 1.0645 | 1.107 | 0.9527 |
Total Trades | 111 | 55 | 56 | 111 | 55 | 56 |
Winning Trades | 55 | 23 | 32 | 55 | 23 | 32 |
Losing Trades | 56 | 32 | 24 | 56 | 32 | 24 |
Profitability (%) | 49.5496 | 41.8182 | 57.1429 | 49.5496 | 41.8182 | 57.1429 |
Ratio Avg Win / Avg Loss | 3.0919 | 5.2837 | 0.8292 | 1.0839 | 1.5401 | 0.7145 |
Largest Winning Trade | 753764 | 753764 | 24099 | 2430121 | 2430121 | 245322 |
Largest Losing Trade | -39434 | -39434 | -25545 | -1114761 | -1114761 | -956766 |
Avg Bars in Trades | 91 | 161 | 22 | 91 | 161 | 22 |
Avg Bars in Winners | 109 | 227 | 25 | 109 | 227 | 25 |
Avg Bars in Losers | 73 | 115 | 19 | 73 | 115 | 19 |
Bars Traded | 10175 | 8902 | 1273 | 10175 | 8902 | 1273 |
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 | 518184 | -167994 | -630501 | -261463 | -329129 | -759629 |
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{ "first_band": { "type": "sma", "factors": { "length": 132, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 50, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 132, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 50, "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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