Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 118869.7817 | 90817.3914 | 28052.3902 | 78748.4133 | 88360.316 | -9611.9027 |
Total P&L (%) | 118.8698 | 90.8174 | 28.0524 | 78.7484 | 88.3603 | -9.6119 |
Avg Daily Profit (%) | 0.2282 | 0.1744 | 0.0539 | 0.1116 | 0.1216 | -0.0194 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -65123 | -57260 | -36952 | -79196 | -84667 | -54251 |
Profit Factor | 1.1694 | 1.2779 | 1.0749 | 1.0892 | 1.2125 | 0.9794 |
Total Trades | 393 | 196 | 197 | 393 | 196 | 197 |
Winning Trades | 202 | 105 | 97 | 202 | 105 | 97 |
Losing Trades | 191 | 91 | 100 | 191 | 91 | 100 |
Profitability (%) | 51.3995 | 53.5714 | 49.2386 | 51.3995 | 53.5714 | 49.2386 |
Ratio Avg Win / Avg Loss | 1.1058 | 1.1075 | 1.1081 | 1.0299 | 1.0508 | 1.0097 |
Largest Winning Trade | 30004 | 22349 | 30004 | 31339 | 21764 | 31339 |
Largest Losing Trade | -19451 | -19451 | -15657 | -27854 | -27854 | -20569 |
Avg Bars in Trades | 62 | 59 | 65 | 62 | 59 | 65 |
Avg Bars in Winners | 64 | 62 | 67 | 64 | 62 | 67 |
Avg Bars in Losers | 60 | 55 | 64 | 60 | 55 | 64 |
Bars Traded | 24553 | 11583 | 12970 | 24553 | 11583 | 12970 |
Profit Streak | 1.9457 | 5.4665 | 1.9457 | 1.9457 | 5.4665 | 1.9457 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -26280 | 335310 | -264975 | -166455 | -29098 | -581623 |
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{ "first_band": { "type": "dcm", "factors": { "length": 141, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 60, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 141, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 60, "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) |
---|