Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 249782.0381 | 310590.282 | -60808.2439 | 20675271.8983 | 8372206.0892 | 12303065.8091 |
Total P&L (%) | 249.782 | 310.5903 | -60.8082 | 20675.2719 | 8372.2061 | 12303.0658 |
Avg Daily Profit (%) | 0.1148 | 0.1427 | -0.0279 | 0.2455 | 0.2042 | 0.2217 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -491104 | -63444 | -477381 | -3238879 | -3042350 | -1635528 |
Profit Factor | 1.2842 | 2.1385 | 0.8997 | 2.8534 | 2.2329 | 3.8188 |
Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Winning Trades | 83 | 41 | 42 | 81 | 41 | 40 |
Losing Trades | 27 | 14 | 13 | 29 | 14 | 15 |
Profitability (%) | 75.4545 | 74.5455 | 76.3636 | 73.6364 | 74.5455 | 72.7273 |
Ratio Avg Win / Avg Loss | 0.4177 | 0.7302 | 0.2785 | 1.0216 | 0.7624 | 1.432 |
Largest Winning Trade | 63294 | 63294 | 37787 | 2779549 | 2779549 | 2603576 |
Largest Losing Trade | -390748 | -40985 | -390748 | -1766585 | -1766585 | -1438995 |
Avg Bars in Trades | 76 | 81 | 72 | 76 | 81 | 72 |
Avg Bars in Winners | 55 | 52 | 58 | 60 | 56 | 63 |
Avg Bars in Losers | 141 | 163 | 116 | 122 | 152 | 94 |
Bars Traded | 8423 | 4457 | 3966 | 8423 | 4457 | 3966 |
Profit Streak | 31.3224 | 0 | 107.8224 | 31.3224 | 0 | 107.8224 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -37075 | -178143 | -756457 | 609718 | -167328 | -162110 |
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{ "first_band": { "type": "dcm", "factors": { "length": 51, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 131, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 51, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 131, "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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