Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1147129.6686 | 1197936.7605 | -50807.0918 | 256608.838 | 969039.9801 | -712431.1421 |
Total P&L (%) | 1147.1297 | 1197.9368 | -50.8071 | 256.6088 | 969.04 | -712.4311 |
Avg Daily Profit (%) | 0.6308 | 0.6588 | -0.0279 | 0.0699 | 0.1304 | 0 |
Buy And Hold Return (%) | 705.2885 | 705.2885 | 705.2885 | 705.2885 | 705.2885 | 705.2885 |
Max Trade Drawdown | -141564 | -130724 | -87452 | -1345750 | -1102880 | -790908 |
Profit Factor | 2.7839 | 4.5185 | 0.8321 | 1.0659 | 1.4444 | 0.5842 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 30 | 17 | 13 | 30 | 17 | 13 |
Losing Trades | 44 | 20 | 24 | 44 | 20 | 24 |
Profitability (%) | 40.5405 | 45.9459 | 35.1351 | 40.5405 | 45.9459 | 35.1351 |
Ratio Avg Win / Avg Loss | 4.0831 | 5.3159 | 1.5362 | 1.5633 | 1.6993 | 1.0786 |
Largest Winning Trade | 784804 | 784804 | 75694 | 736693 | 736693 | 403359 |
Largest Losing Trade | -44688 | -36034 | -44688 | -386188 | -386188 | -244224 |
Avg Bars in Trades | 93 | 94 | 92 | 93 | 94 | 92 |
Avg Bars in Winners | 143 | 134 | 156 | 143 | 134 | 156 |
Avg Bars in Losers | 59 | 60 | 58 | 59 | 60 | 58 |
Bars Traded | 6923 | 3494 | 3429 | 6923 | 3494 | 3429 |
Profit Streak | 98.4707 | 100.9707 | 98.4707 | 98.4707 | 100.9707 | 98.4707 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -63405 | 355998 | -582817 | -483313 | -66524 | -583928 |
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{ "first_band": { "type": "sma", "factors": { "length": 157, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 72, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 157, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 72, "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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