Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 89221.5569 | 65525.7175 | 23695.8394 | 94377.9338 | 74733.4112 | 19644.5226 |
Total P&L (%) | 89.2216 | 65.5257 | 23.6958 | 94.3779 | 74.7334 | 19.6445 |
Avg Daily Profit (%) | 0.3426 | 0.2516 | 0.091 | 0.2555 | 0.2145 | 0.0689 |
Buy And Hold Return (%) | 16.3628 | 16.3628 | 16.3628 | 16.3628 | 16.3628 | 16.3628 |
Max Trade Drawdown | -71650 | -68105 | -11790 | -72055 | -67206 | -9924 |
Profit Factor | 1.5418 | 1.5328 | 1.5685 | 1.5712 | 1.6032 | 1.4754 |
Total Trades | 125 | 62 | 63 | 125 | 62 | 63 |
Winning Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Losing Trades | 52 | 26 | 26 | 52 | 26 | 26 |
Profitability (%) | 58.4 | 58.0645 | 58.7302 | 58.4 | 58.0645 | 58.7302 |
Ratio Avg Win / Avg Loss | 1.0983 | 1.107 | 1.1022 | 1.1192 | 1.1579 | 1.0368 |
Largest Winning Trade | 28154 | 28154 | 5726 | 30247 | 30247 | 5667 |
Largest Losing Trade | -19465 | -19465 | -5021 | -18209 | -18209 | -5726 |
Avg Bars in Trades | 192 | 361 | 26 | 192 | 361 | 26 |
Avg Bars in Winners | 240 | 456 | 30 | 240 | 456 | 30 |
Avg Bars in Losers | 125 | 230 | 20 | 125 | 230 | 20 |
Bars Traded | 24098 | 22436 | 1662 | 24098 | 22436 | 1662 |
Profit Streak | 0 | 30.3339 | 0 | 0 | 30.3339 | 0 |
Trades During Streak | 0 | 4 | 0 | 0 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 338223 | -145678 | -242778 | 325464 | -145078 | -349837 |
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{ "first_band": { "type": "sma", "factors": { "length": 229, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 98, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 229, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 98, "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) |
---|