Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1222499.3178 | 1234227.2956 | -11727.9777 | 541691.992 | 1042199.3726 | -500507.3806 |
Total P&L (%) | 1222.4993 | 1234.2273 | -11.728 | 541.692 | 1042.1994 | -500.5074 |
Avg Daily Profit (%) | 0.6724 | 0.6789 | -0.0065 | 0.1023 | 0.1341 | 0 |
Buy And Hold Return (%) | 624.7571 | 624.7571 | 624.7571 | 624.7571 | 624.7571 | 624.7571 |
Max Trade Drawdown | -168796 | -85598 | -148169 | -852044 | -329182 | -713082 |
Profit Factor | 2.7158 | 5.0207 | 0.9711 | 1.1796 | 1.8203 | 0.7134 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 39 | 20 | 19 | 39 | 20 | 19 |
Losing Trades | 53 | 26 | 27 | 53 | 26 | 27 |
Profitability (%) | 42.3913 | 43.4783 | 41.3043 | 42.3913 | 43.4783 | 41.3043 |
Ratio Avg Win / Avg Loss | 3.6908 | 6.5269 | 1.38 | 1.603 | 2.3664 | 1.0138 |
Largest Winning Trade | 789214 | 789214 | 78083 | 826993 | 826993 | 350471 |
Largest Losing Trade | -72796 | -38548 | -72796 | -292013 | -283808 | -292013 |
Avg Bars in Trades | 57 | 55 | 59 | 57 | 55 | 59 |
Avg Bars in Winners | 89 | 79 | 99 | 89 | 79 | 99 |
Avg Bars in Losers | 34 | 37 | 31 | 34 | 37 | 31 |
Bars Traded | 5283 | 2551 | 2732 | 5283 | 2551 | 2732 |
Profit Streak | 0 | 106.2275 | 0 | 0 | 106.2275 | 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 | 265200 | 395559 | -582419 | -246381 | -21194 | -582419 |
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{ "first_band": { "type": "sma", "factors": { "length": 72, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 29, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 72, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 29, "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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