Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1318100.0934 | 1309664.8461 | 8435.2473 | 1338958.2156 | 3830641.4265 | -2491683.2109 |
Total P&L (%) | 1318.1001 | 1309.6648 | 8.4352 | 1338.9582 | 3830.6414 | -2491.6832 |
Avg Daily Profit (%) | 0.725 | 0.7204 | 0.0046 | 0.1468 | 0.2022 | 0 |
Buy And Hold Return (%) | 711.6848 | 711.6848 | 711.6848 | 711.6848 | 711.6848 | 711.6848 |
Max Trade Drawdown | -120232 | -104074 | -94500 | -4781158 | -3317845 | -3344633 |
Profit Factor | 3.0724 | 5.2794 | 1.0256 | 1.0897 | 1.5477 | 0.6861 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 36 | 20 | 16 | 36 | 20 | 16 |
Losing Trades | 50 | 23 | 27 | 50 | 23 | 27 |
Profitability (%) | 41.8605 | 46.5116 | 37.2093 | 41.8605 | 46.5116 | 37.2093 |
Ratio Avg Win / Avg Loss | 4.2673 | 6.0714 | 1.7306 | 1.5134 | 1.7799 | 1.1577 |
Largest Winning Trade | 790522 | 790522 | 70558 | 4340050 | 4340050 | 1307273 |
Largest Losing Trade | -38033 | -34995 | -38033 | -1560565 | -1146162 | -1560565 |
Avg Bars in Trades | 61 | 66 | 56 | 61 | 66 | 56 |
Avg Bars in Winners | 77 | 86 | 66 | 77 | 86 | 66 |
Avg Bars in Losers | 49 | 48 | 50 | 49 | 48 | 50 |
Bars Traded | 5279 | 2857 | 2421 | 5279 | 2857 | 2421 |
Profit Streak | 60.2863 | 88.2863 | 60.2863 | 60.2863 | 88.2863 | 60.2863 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 308192 | 424228 | -548057 | -127091 | 321813 | -583474 |
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{ "first_band": { "type": "sma", "factors": { "length": 116, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 76, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 116, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 76, "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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