Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 921918.5821 | 682061.9327 | 239856.6494 | 2823649.4665 | 2187684.539 | 635964.9275 |
Total P&L (%) | 921.9186 | 682.0619 | 239.8566 | 2823.6495 | 2187.6845 | 635.9649 |
Avg Daily Profit (%) | 0.6261 | 0.4632 | 0.1629 | 0.2295 | 0.2128 | 0.1357 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -129136 | -104447 | -70921 | -4302501 | -2867333 | -2752603 |
Profit Factor | 2.1408 | 2.4984 | 1.6796 | 1.1618 | 1.2278 | 1.0811 |
Total Trades | 200 | 100 | 100 | 200 | 100 | 100 |
Winning Trades | 75 | 31 | 44 | 75 | 31 | 44 |
Losing Trades | 125 | 69 | 56 | 125 | 69 | 56 |
Profitability (%) | 37.5 | 31 | 44 | 37.5 | 31 | 44 |
Ratio Avg Win / Avg Loss | 3.568 | 5.5609 | 2.1377 | 1.9364 | 2.7327 | 1.3759 |
Largest Winning Trade | 458509 | 458509 | 49261 | 2791771 | 2791771 | 931975 |
Largest Losing Trade | -29755 | -29755 | -21664 | -1233548 | -1036277 | -1233548 |
Avg Bars in Trades | 87 | 76 | 98 | 87 | 76 | 98 |
Avg Bars in Winners | 148 | 122 | 166 | 148 | 122 | 166 |
Avg Bars in Losers | 50 | 55 | 45 | 50 | 55 | 45 |
Bars Traded | 17478 | 7623 | 9854 | 17478 | 7623 | 9854 |
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 | 429759 | 265428 | 283140 | -36929 | 44070 | -145471 |
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{ "first_band": { "type": "sma", "factors": { "length": 131, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 42, "offset": 0 } } }
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# | 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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