Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 118117.4183 | 62275.621 | 55841.7973 | 148170.0752 | 85858.9936 | 62311.0815 |
Total P&L (%) | 118.1174 | 62.2756 | 55.8418 | 148.1701 | 85.859 | 62.3111 |
Avg Daily Profit (%) | 0.4536 | 0.2391 | 0.2144 | 0.3496 | 0.2383 | 0.1862 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -40601 | -32758 | -35565 | -90560 | -50627 | -87233 |
Profit Factor | 1.2523 | 1.2733 | 1.2325 | 1.1627 | 1.2004 | 1.1292 |
Total Trades | 415 | 208 | 207 | 415 | 208 | 207 |
Winning Trades | 216 | 110 | 106 | 216 | 110 | 106 |
Losing Trades | 199 | 98 | 101 | 199 | 98 | 101 |
Profitability (%) | 52.0482 | 52.8846 | 51.2077 | 52.0482 | 52.8846 | 51.2077 |
Ratio Avg Win / Avg Loss | 1.1538 | 1.1344 | 1.1743 | 1.0712 | 1.0695 | 1.0759 |
Largest Winning Trade | 12919 | 12919 | 12199 | 27339 | 27339 | 20600 |
Largest Losing Trade | -15206 | -15206 | -10313 | -23039 | -22235 | -23039 |
Avg Bars in Trades | 59 | 59 | 59 | 59 | 59 | 59 |
Avg Bars in Winners | 54 | 53 | 55 | 54 | 53 | 55 |
Avg Bars in Losers | 64 | 66 | 63 | 64 | 66 | 63 |
Bars Traded | 24658 | 12319 | 12339 | 24658 | 12319 | 12339 |
Profit Streak | 0 | 0 | 2.5836 | 0 | 0 | 2.5836 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 382325 | 247427 | 152020 | -31618 | 249670 | -73661 |
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{ "first_band": { "type": "dcm", "factors": { "length": 184, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 140, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 184, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 140, "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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