Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 430040.7425 | 282318.1466 | 147722.5958 | 573836.3576 | 1043693.5037 | -469857.1461 |
Total P&L (%) | 430.0407 | 282.3181 | 147.7226 | 573.8364 | 1043.6935 | -469.8571 |
Avg Daily Profit (%) | 0.2449 | 0.1608 | 0.0841 | 0.1087 | 0.1388 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -101766 | -34926 | -135685 | -1635013 | -301996 | -2325814 |
Profit Factor | 2.0883 | 3.1976 | 1.5539 | 1.1284 | 1.9639 | 0.8613 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 43 | 24 | 19 | 43 | 24 | 19 |
Losing Trades | 34 | 15 | 19 | 34 | 15 | 19 |
Profitability (%) | 55.8442 | 61.5385 | 50 | 55.8442 | 61.5385 | 50 |
Ratio Avg Win / Avg Loss | 1.6512 | 1.9985 | 1.5539 | 0.8922 | 1.2275 | 0.8613 |
Largest Winning Trade | 149163 | 149163 | 69697 | 704488 | 347794 | 704488 |
Largest Losing Trade | -57672 | -34926 | -57672 | -1170806 | -265252 | -1170806 |
Avg Bars in Trades | 85 | 19 | 153 | 85 | 19 | 153 |
Avg Bars in Winners | 131 | 17 | 274 | 131 | 17 | 274 |
Avg Bars in Losers | 27 | 22 | 31 | 27 | 22 | 31 |
Bars Traded | 6587 | 772 | 5814 | 6587 | 772 | 5814 |
Profit Streak | 0 | 0 | 145.0385 | 0 | 0 | 145.0385 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -33267 | 546876 | -77323 | -173682 | -2844 | -580192 |
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{ "first_band": { "type": "sma", "factors": { "length": 112, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 32, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 112, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 32, "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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