Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 184789.4621 | 92852.4875 | 91936.9747 | 116031.9651 | 60076.634 | 55955.3311 |
Total P&L (%) | 184.7895 | 92.8525 | 91.937 | 116.032 | 60.0766 | 55.9553 |
Avg Daily Profit (%) | 0.1774 | 0.0891 | 0.0883 | 0.074 | 0.0452 | 0.0427 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -83106 | -76979 | -72642 | -156816 | -151362 | -115207 |
Profit Factor | 1.2265 | 1.2309 | 1.2223 | 1.0966 | 1.095 | 1.0984 |
Total Trades | 384 | 192 | 192 | 384 | 192 | 192 |
Winning Trades | 190 | 89 | 101 | 190 | 89 | 101 |
Losing Trades | 194 | 103 | 91 | 194 | 103 | 91 |
Profitability (%) | 49.4792 | 46.3542 | 52.6042 | 49.4792 | 46.3542 | 52.6042 |
Ratio Avg Win / Avg Loss | 1.2524 | 1.4245 | 1.1013 | 1.1197 | 1.2673 | 0.9896 |
Largest Winning Trade | 48791 | 48791 | 30976 | 51315 | 51315 | 29436 |
Largest Losing Trade | -45856 | -21718 | -45856 | -71300 | -38679 | -71300 |
Avg Bars in Trades | 63 | 66 | 60 | 63 | 66 | 60 |
Avg Bars in Winners | 59 | 58 | 59 | 59 | 58 | 59 |
Avg Bars in Losers | 67 | 72 | 61 | 67 | 72 | 61 |
Bars Traded | 24314 | 12695 | 11619 | 24314 | 12695 | 11619 |
Profit Streak | 23.0185 | 0 | 23.0602 | 23.0185 | 0 | 23.0602 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 338916 | -75256 | -74179 | -206067 | -250205 | -249466 |
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{ "first_band": { "type": "dcm", "factors": { "length": 146, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 88, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 146, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 88, "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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