Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1181076.9635 | 83702.7281 | -1264779.6915 | 128144.0771 | 3916279.8111 | -3788135.7341 |
Total P&L (%) | -1181.077 | 83.7027 | -1264.7797 | 128.1441 | 3916.2798 | -3788.1357 |
Avg Daily Profit (%) | -0.6485 | 0.046 | -0.6945 | 0.0453 | 0.203 | 0 |
Buy And Hold Return (%) | 561.7257 | 561.7257 | 561.7257 | 561.7257 | 561.7257 | 561.7257 |
Max Trade Drawdown | -1299726 | -36868 | -1354853 | -58594271 | -3426574 | -56943701 |
Profit Factor | 0.4883 | 1.4374 | 0.4025 | 1.0012 | 1.242 | 0.9596 |
Total Trades | 289 | 145 | 144 | 289 | 145 | 144 |
Winning Trades | 172 | 84 | 88 | 152 | 73 | 79 |
Losing Trades | 117 | 61 | 56 | 137 | 72 | 65 |
Profitability (%) | 59.5156 | 57.931 | 61.1111 | 52.5952 | 50.3448 | 54.8611 |
Ratio Avg Win / Avg Loss | 0.3322 | 1.0438 | 0.2562 | 0.9024 | 1.225 | 0.7896 |
Largest Winning Trade | 32572 | 14731 | 32572 | 12628026 | 2715705 | 12628026 |
Largest Losing Trade | -711134 | -17324 | -711134 | -37358382 | -1909370 | -37358382 |
Avg Bars in Trades | 24 | 2 | 46 | 24 | 2 | 46 |
Avg Bars in Winners | 17 | 2 | 31 | 24 | 3 | 44 |
Avg Bars in Losers | 35 | 3 | 69 | 24 | 2 | 49 |
Bars Traded | 7104 | 414 | 6690 | 7104 | 414 | 6690 |
Profit Streak | 21.0191 | 26.5191 | 0 | 21.0191 | 26.5191 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577203 | -294704 | -579510 | -516421 | 304846 | -580320 |
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{ "first_band": { "type": "dcu", "factors": { "length": 8, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 19, "offset": 0 } } }
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{ "first_band": { "type": "dcu", "factors": { "length": 8, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 19, "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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