Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -200544.1039 | 230796.6717 | -431340.7756 | 11208468.0239 | 4385777.8135 | 6822690.2104 |
Total P&L (%) | -200.5441 | 230.7967 | -431.3408 | 11208.468 | 4385.7778 | 6822.6902 |
Avg Daily Profit (%) | -0.0802 | 0.0923 | -0.1724 | 0.1892 | 0.1522 | 0.1695 |
Buy And Hold Return (%) | 242.0157 | 242.0157 | 242.0157 | 242.0157 | 242.0157 | 242.0157 |
Max Trade Drawdown | -626442 | -73293 | -599554 | -2808710 | -2709964 | -2255196 |
Profit Factor | 0.7974 | 2.0376 | 0.4378 | 2.529 | 2.0651 | 3.1233 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 56 | 28 | 28 | 54 | 29 | 25 |
Losing Trades | 36 | 18 | 18 | 38 | 17 | 21 |
Profitability (%) | 60.8696 | 60.8696 | 60.8696 | 58.6957 | 63.0435 | 54.3478 |
Ratio Avg Win / Avg Loss | 0.5126 | 1.3099 | 0.2815 | 1.7796 | 1.2106 | 2.6236 |
Largest Winning Trade | 68772 | 68772 | 36048 | 6488742 | 3755640 | 6488742 |
Largest Losing Trade | -417355 | -37483 | -417355 | -1849425 | -1849425 | -1344439 |
Avg Bars in Trades | 78 | 56 | 101 | 78 | 56 | 101 |
Avg Bars in Winners | 62 | 35 | 90 | 74 | 63 | 86 |
Avg Bars in Losers | 103 | 90 | 117 | 85 | 44 | 118 |
Bars Traded | 7255 | 2609 | 4647 | 7255 | 2609 | 4647 |
Profit Streak | 125.0719 | 125.0719 | 160.4053 | 125.0719 | 125.0719 | 160.4053 |
Trades During Streak | 6 | 3 | 4 | 6 | 3 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577669 | -229961 | -577913 | 561343 | 488145 | 567541 |
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{ "first_band": { "type": "dcm", "factors": { "length": 140, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 184, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 140, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 184, "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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