Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2037338.4845 | 1957419.8631 | 79918.6214 | 3000084.3306 | 7862092.0912 | -4862007.7606 |
Total P&L (%) | 2037.3385 | 1957.4199 | 79.9186 | 3000.0843 | 7862.0921 | -4862.0078 |
Avg Daily Profit (%) | 0.9195 | 0.8834 | 0.0361 | 0.1551 | 0.1977 | 0 |
Buy And Hold Return (%) | 505.2632 | 505.2632 | 505.2632 | 505.2632 | 505.2632 | 505.2632 |
Max Trade Drawdown | -119338 | -74320 | -57718 | -15866351 | -5609528 | -10899676 |
Profit Factor | 5.7669 | 12.0117 | 1.3201 | 1.1036 | 1.7962 | 0.7451 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Losing Trades | 28 | 14 | 14 | 28 | 14 | 14 |
Profitability (%) | 53.3333 | 53.3333 | 53.3333 | 53.3333 | 53.3333 | 53.3333 |
Ratio Avg Win / Avg Loss | 5.0461 | 10.5102 | 1.1551 | 0.9657 | 1.5716 | 0.652 |
Largest Winning Trade | 1788197 | 1788197 | 50928 | 7926640 | 7926640 | 3628071 |
Largest Losing Trade | -53091 | -50044 | -53091 | -9916758 | -4384856 | -9916758 |
Avg Bars in Trades | 143 | 154 | 132 | 143 | 154 | 132 |
Avg Bars in Winners | 194 | 193 | 195 | 194 | 193 | 195 |
Avg Bars in Losers | 85 | 108 | 61 | 85 | 108 | 61 |
Bars Traded | 8612 | 4623 | 3989 | 8612 | 4623 | 3989 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -153634 | 713415 | -309901 | -274333 | 425158 | -580393 |
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{ "first_band": { "type": "sma", "factors": { "length": 168, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 96, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 168, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 96, "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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