Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1113743.7256 | 1149191.9321 | -35448.2065 | -10267.6282 | 699581.0362 | -709848.6644 |
Total P&L (%) | 1113.7437 | 1149.1919 | -35.4482 | -10.2676 | 699.581 | -709.8487 |
Avg Daily Profit (%) | 0.5346 | 0.5516 | -0.017 | -0.0052 | 0.0998 | 0 |
Buy And Hold Return (%) | 80.2734 | 80.2734 | 80.2734 | 80.2734 | 80.2734 | 80.2734 |
Max Trade Drawdown | -227478 | -154279 | -140533 | -3394763 | -2723039 | -1489557 |
Profit Factor | 1.7563 | 2.2015 | 0.9313 | 0.9993 | 1.0763 | 0.8455 |
Total Trades | 292 | 146 | 146 | 292 | 146 | 146 |
Winning Trades | 119 | 55 | 64 | 119 | 55 | 64 |
Losing Trades | 173 | 91 | 82 | 173 | 91 | 82 |
Profitability (%) | 40.7534 | 37.6712 | 43.8356 | 40.7534 | 37.6712 | 43.8356 |
Ratio Avg Win / Avg Loss | 2.5533 | 3.6425 | 1.1933 | 1.4527 | 1.7808 | 1.0833 |
Largest Winning Trade | 507102 | 507102 | 54439 | 2821684 | 2821684 | 671627 |
Largest Losing Trade | -37113 | -37113 | -34356 | -912935 | -912935 | -501384 |
Avg Bars in Trades | 83 | 130 | 37 | 83 | 130 | 37 |
Avg Bars in Winners | 119 | 204 | 46 | 119 | 204 | 46 |
Avg Bars in Losers | 59 | 86 | 30 | 59 | 86 | 30 |
Bars Traded | 24522 | 19077 | 5445 | 24522 | 19077 | 5445 |
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 | 437718 | 369720 | -581676 | -581179 | -199689 | -581676 |
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{ "first_band": { "type": "sma", "factors": { "length": 137, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 34, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 137, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 34, "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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