Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 132958.3231 | 248299.8057 | -115341.4826 | -105438.5728 | 477723.952 | -583162.5248 |
Total P&L (%) | 132.9583 | 248.2998 | -115.3415 | -105.4386 | 477.724 | -583.1625 |
Avg Daily Profit (%) | 0.0822 | 0.1535 | -0.0713 | 0 | 0.1085 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -218102 | -116305 | -210895 | -663724 | -185615 | -603725 |
Profit Factor | 1.2052 | 1.8872 | 0.6865 | 0.8877 | 2.8525 | 0.1438 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 34 | 18 | 16 | 35 | 20 | 15 |
Losing Trades | 42 | 20 | 22 | 41 | 18 | 23 |
Profitability (%) | 44.7368 | 47.3684 | 42.1053 | 46.0526 | 52.6316 | 39.4737 |
Ratio Avg Win / Avg Loss | 1.4888 | 2.0969 | 0.944 | 1.0399 | 2.5673 | 0.2204 |
Largest Winning Trade | 153924 | 153924 | 65071 | 226647 | 226647 | 68828 |
Largest Losing Trade | -106036 | -37796 | -106036 | -265297 | -105091 | -265297 |
Avg Bars in Trades | 245 | 203 | 286 | 245 | 203 | 286 |
Avg Bars in Winners | 385 | 342 | 434 | 221 | 213 | 232 |
Avg Bars in Losers | 131 | 79 | 179 | 265 | 193 | 322 |
Bars Traded | 18648 | 7748 | 10900 | 18648 | 7748 | 10900 |
Profit Streak | 0 | 0 | 0 | 503.7101 | 548.6268 | 503.7101 |
Trades During Streak | 0 | 0 | 0 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -139560 | 352638 | -583835 | -633087 | -41058 | -584274 |
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{ "first_band": { "type": "dcm", "factors": { "length": 185, "offset": 171 } }, "second_band": { "type": "sma", "factors": { "length": 127, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 185, "offset": 171 } }, "second_band": { "type": "sma", "factors": { "length": 127, "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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