Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1704349.5075 | 1790129.1416 | -85779.6341 | -11967.7282 | 553245.1848 | -565212.9129 |
Total P&L (%) | 1704.3495 | 1790.1291 | -85.7796 | -11.9677 | 553.2452 | -565.2129 |
Avg Daily Profit (%) | 0.913 | 0.959 | -0.046 | -0.0068 | 0.1006 | 0 |
Buy And Hold Return (%) | 273.6079 | 273.6079 | 273.6079 | 273.6079 | 273.6079 | 273.6079 |
Max Trade Drawdown | -304724 | -259880 | -140306 | -3465712 | -2902632 | -751911 |
Profit Factor | 2.6477 | 3.8638 | 0.7904 | 0.9983 | 1.1303 | 0.7918 |
Total Trades | 165 | 82 | 83 | 165 | 82 | 83 |
Winning Trades | 59 | 20 | 39 | 59 | 20 | 39 |
Losing Trades | 106 | 62 | 44 | 106 | 62 | 44 |
Profitability (%) | 35.7576 | 24.3902 | 46.988 | 35.7576 | 24.3902 | 46.988 |
Ratio Avg Win / Avg Loss | 4.7569 | 11.9777 | 0.8918 | 1.7935 | 3.504 | 0.8933 |
Largest Winning Trade | 1328814 | 1328814 | 39068 | 2434526 | 2434526 | 524555 |
Largest Losing Trade | -57889 | -38381 | -57889 | -627734 | -627734 | -570555 |
Avg Bars in Trades | 132 | 201 | 64 | 132 | 201 | 64 |
Avg Bars in Winners | 167 | 330 | 84 | 167 | 330 | 84 |
Avg Bars in Losers | 113 | 159 | 47 | 113 | 159 | 47 |
Bars Traded | 21864 | 16509 | 5356 | 21864 | 16509 | 5356 |
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 | 472537 | -16999 | -582281 | -582674 | -178041 | -582281 |
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{ "first_band": { "type": "sma", "factors": { "length": 35, "offset": 166 } }, "second_band": { "type": "dcu", "factors": { "length": 120, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 35, "offset": 166 } }, "second_band": { "type": "dcu", "factors": { "length": 120, "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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