Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 63601.0654 | 43125.5215 | 20475.5438 | 55543.0861 | 36254.2544 | 19288.8317 |
Total P&L (%) | 63.6011 | 43.1255 | 20.4755 | 55.5431 | 36.2543 | 19.2888 |
Avg Daily Profit (%) | 0.2442 | 0.1656 | 0.0786 | 0.1698 | 0.1189 | 0.0678 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -65350 | -65088 | -5731 | -66322 | -65397 | -4471 |
Profit Factor | 1.4454 | 1.3668 | 1.8121 | 1.3815 | 1.3013 | 1.7633 |
Total Trades | 113 | 56 | 57 | 113 | 56 | 57 |
Winning Trades | 55 | 25 | 30 | 55 | 25 | 30 |
Losing Trades | 58 | 31 | 27 | 58 | 31 | 27 |
Profitability (%) | 48.6726 | 44.6429 | 52.6316 | 48.6726 | 44.6429 | 52.6316 |
Ratio Avg Win / Avg Loss | 1.5243 | 1.6948 | 1.6309 | 1.4569 | 1.6136 | 1.5869 |
Largest Winning Trade | 27986 | 27986 | 5350 | 28334 | 28334 | 5551 |
Largest Losing Trade | -16618 | -16618 | -4074 | -21043 | -21043 | -3951 |
Avg Bars in Trades | 198 | 379 | 21 | 198 | 379 | 21 |
Avg Bars in Winners | 256 | 536 | 23 | 256 | 536 | 23 |
Avg Bars in Losers | 144 | 252 | 19 | 144 | 252 | 19 |
Bars Traded | 22482 | 21242 | 1240 | 22482 | 21242 | 1240 |
Profit Streak | 14.0838 | 21.4171 | 14.0838 | 14.0838 | 21.4171 | 14.0838 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 328331 | -175497 | -271065 | 232022 | -218161 | -286449 |
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{ "first_band": { "type": "sma", "factors": { "length": 222, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 101, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 222, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 101, "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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