Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 815400.1928 | 738904.7187 | 76495.4742 | 5006423.6355 | 5918031.5191 | -911607.8836 |
Total P&L (%) | 815.4002 | 738.9047 | 76.4955 | 5006.4236 | 5918.0315 | -911.6079 |
Avg Daily Profit (%) | 0.3262 | 0.2956 | 0.0306 | 0.1574 | 0.164 | 0 |
Buy And Hold Return (%) | 758.2247 | 758.2247 | 758.2247 | 758.2247 | 758.2247 | 758.2247 |
Max Trade Drawdown | -150302 | -111517 | -112202 | -3969841 | -2778900 | -3706680 |
Profit Factor | 2.3924 | 3.3007 | 1.2893 | 1.4163 | 1.9523 | 0.8432 |
Total Trades | 103 | 51 | 52 | 103 | 51 | 52 |
Winning Trades | 54 | 25 | 29 | 54 | 25 | 29 |
Losing Trades | 49 | 26 | 23 | 49 | 26 | 23 |
Profitability (%) | 52.4272 | 49.0196 | 55.7692 | 52.4272 | 49.0196 | 55.7692 |
Ratio Avg Win / Avg Loss | 2.1709 | 3.4328 | 1.0225 | 1.2851 | 2.0304 | 0.6687 |
Largest Winning Trade | 264584 | 264584 | 61330 | 3159054 | 3159054 | 931881 |
Largest Losing Trade | -45989 | -45989 | -40666 | -1770205 | -838666 | -1770205 |
Avg Bars in Trades | 91 | 116 | 66 | 91 | 116 | 66 |
Avg Bars in Winners | 111 | 145 | 82 | 111 | 145 | 82 |
Avg Bars in Losers | 69 | 89 | 47 | 69 | 89 | 47 |
Bars Traded | 9435 | 5961 | 3474 | 9435 | 5961 | 3474 |
Profit Streak | 136.5519 | 136.5519 | 240.5519 | 136.5519 | 136.5519 | 240.5519 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -126704 | -330479 | -495721 | 365164 | -168428 | -758731 |
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{ "first_band": { "type": "sma", "factors": { "length": 112, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 202, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 112, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 202, "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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