Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1572309.2818 | 1483840.4813 | 88468.8005 | 69045249.5756 | 56282556.629 | 12762692.9466 |
Total P&L (%) | 1572.3093 | 1483.8405 | 88.4688 | 69045.2496 | 56282.5566 | 12762.6929 |
Avg Daily Profit (%) | 0.7549 | 0.7125 | 0.0425 | 0.3145 | 0.3046 | 0.2335 |
Buy And Hold Return (%) | 11101.445 | 11101.445 | 11101.445 | 11101.445 | 11101.445 | 11101.445 |
Max Trade Drawdown | -106395 | -109829 | -78054 | -44134835 | -20026735 | -24108100 |
Profit Factor | 3.6346 | 6.3139 | 1.2786 | 1.6052 | 1.9575 | 1.2308 |
Total Trades | 137 | 68 | 69 | 137 | 68 | 69 |
Winning Trades | 59 | 27 | 32 | 59 | 27 | 32 |
Losing Trades | 78 | 41 | 37 | 78 | 41 | 37 |
Profitability (%) | 43.0657 | 39.7059 | 46.3768 | 43.0657 | 39.7059 | 46.3768 |
Ratio Avg Win / Avg Loss | 4.8051 | 9.5878 | 1.4784 | 2.1222 | 2.9725 | 1.4231 |
Largest Winning Trade | 562236 | 562236 | 47771 | 35153490 | 35153490 | 19539228 |
Largest Losing Trade | -40201 | -21004 | -40201 | -10891055 | -10108009 | -10891055 |
Avg Bars in Trades | 179 | 171 | 187 | 179 | 171 | 187 |
Avg Bars in Winners | 312 | 309 | 315 | 312 | 309 | 315 |
Avg Bars in Losers | 78 | 80 | 77 | 78 | 80 | 77 |
Bars Traded | 24606 | 11655 | 12951 | 24606 | 11655 | 12951 |
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 | -148537 | -258293 | -405359 | 331208 | -102097 | -214604 |
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{ "first_band": { "type": "sma", "factors": { "length": 240, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 47, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 240, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 47, "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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