Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2019995.0796 | 1866419.0095 | 153576.0701 | 6693642.9494 | 2662651.7234 | 4030991.226 |
Total P&L (%) | 2019.9951 | 1866.419 | 153.5761 | 6693.6429 | 2662.6517 | 4030.9912 |
Avg Daily Profit (%) | 1.0841 | 1.0017 | 0.0824 | 0.2267 | 0.1783 | 0.1999 |
Buy And Hold Return (%) | 64.387 | 64.387 | 64.387 | 64.387 | 64.387 | 64.387 |
Max Trade Drawdown | -84204 | -103414 | -52452 | -5199378 | -4952999 | -2473589 |
Profit Factor | 6.8259 | 10.4566 | 2.0282 | 1.4083 | 1.2748 | 1.6015 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 37 | 16 | 21 | 37 | 16 | 21 |
Losing Trades | 30 | 18 | 12 | 30 | 18 | 12 |
Profitability (%) | 55.2239 | 47.0588 | 63.6364 | 55.2239 | 47.0588 | 63.6364 |
Ratio Avg Win / Avg Loss | 5.5345 | 11.7637 | 1.159 | 1.1419 | 1.4341 | 0.9151 |
Largest Winning Trade | 1715754 | 1715754 | 68754 | 4020402 | 4020402 | 2266247 |
Largest Losing Trade | -38344 | -33633 | -38344 | -2522468 | -2522468 | -1908552 |
Avg Bars in Trades | 105 | 107 | 104 | 105 | 107 | 104 |
Avg Bars in Winners | 128 | 118 | 135 | 128 | 118 | 135 |
Avg Bars in Losers | 77 | 97 | 48 | 77 | 97 | 48 |
Bars Traded | 7088 | 3652 | 3436 | 7088 | 3652 | 3436 |
Profit Streak | 37.6912 | 37.6912 | 335.1912 | 37.6912 | 37.6912 | 335.1912 |
Trades During Streak | 2 | 1 | 5 | 2 | 1 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -97392 | 765117 | -81357 | -110322 | 257962 | 411044 |
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{ "first_band": { "type": "sma", "factors": { "length": 157, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 78, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 157, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 78, "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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