Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 14468936.1594 | 14485390.3745 | -16454.2151 | 2348710.3904 | 2074921.7933 | 273788.597 |
Total P&L (%) | 14468.9362 | 14485.3904 | -16.4542 | 2348.7104 | 2074.9218 | 273.7886 |
Avg Daily Profit (%) | 7.7874 | 7.7962 | -0.0089 | 0.1723 | 0.1659 | 0.071 |
Buy And Hold Return (%) | 6870.7152 | 6870.7152 | 6870.7152 | 6870.7152 | 6870.7152 | 6870.7152 |
Max Trade Drawdown | -224848 | -213358 | -70720 | -3022612 | -3065809 | -423064 |
Profit Factor | 27.9527 | 41.6435 | 0.9088 | 1.3979 | 1.4867 | 1.167 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 27 | 10 | 17 | 27 | 10 | 17 |
Losing Trades | 38 | 22 | 16 | 38 | 22 | 16 |
Profitability (%) | 41.5385 | 31.25 | 51.5152 | 41.5385 | 31.25 | 51.5152 |
Ratio Avg Win / Avg Loss | 39.3408 | 91.6158 | 0.8553 | 1.9674 | 3.2707 | 1.0984 |
Largest Winning Trade | 13993963 | 13993963 | 25771 | 3144615 | 3144615 | 596579 |
Largest Losing Trade | -70720 | -66461 | -70720 | -840530 | -840530 | -412839 |
Avg Bars in Trades | 75 | 141 | 11 | 75 | 141 | 11 |
Avg Bars in Winners | 120 | 304 | 12 | 120 | 304 | 12 |
Avg Bars in Losers | 43 | 66 | 11 | 43 | 66 | 11 |
Bars Traded | 4915 | 4520 | 395 | 4915 | 4520 | 395 |
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 | -121279 | 395314 | -580328 | -295751 | -163020 | -300291 |
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{ "first_band": { "type": "sma", "factors": { "length": 97, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 38, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 97, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 38, "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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