Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1008979.3445 | 950324.6273 | 58654.7172 | 1895823.9766 | 595978.3225 | 1299845.6541 |
Total P&L (%) | 1008.9793 | 950.3246 | 58.6547 | 1895.824 | 595.9783 | 1299.8457 |
Avg Daily Profit (%) | 0.4246 | 0.3999 | 0.0247 | 0.126 | 0.0817 | 0.1111 |
Buy And Hold Return (%) | 449.2525 | 449.2525 | 449.2525 | 449.2525 | 449.2525 | 449.2525 |
Max Trade Drawdown | -188296 | -147812 | -117510 | -18669487 | -19856244 | -10493828 |
Profit Factor | 1.8358 | 2.3807 | 1.113 | 1.0241 | 1.0125 | 1.0419 |
Total Trades | 276 | 138 | 138 | 276 | 138 | 138 |
Winning Trades | 129 | 63 | 66 | 129 | 63 | 66 |
Losing Trades | 147 | 75 | 72 | 147 | 75 | 72 |
Profitability (%) | 46.7391 | 45.6522 | 47.8261 | 46.7391 | 45.6522 | 47.8261 |
Ratio Avg Win / Avg Loss | 2.0919 | 2.8342 | 1.2142 | 1.167 | 1.2054 | 1.1366 |
Largest Winning Trade | 310863 | 310863 | 48712 | 15086172 | 15086172 | 4107349 |
Largest Losing Trade | -47871 | -41373 | -47871 | -5546771 | -5256196 | -5546771 |
Avg Bars in Trades | 50 | 64 | 37 | 50 | 64 | 37 |
Avg Bars in Winners | 65 | 88 | 43 | 65 | 88 | 43 |
Avg Bars in Losers | 38 | 44 | 31 | 38 | 44 | 31 |
Bars Traded | 14075 | 8900 | 5175 | 14075 | 8900 | 5175 |
Profit Streak | 0 | 0 | 8.8089 | 0 | 0 | 8.8089 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 301194 | 226147 | -422243 | -220151 | -356276 | -222235 |
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{ "first_band": { "type": "sma", "factors": { "length": 138, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 121, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 138, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 121, "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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