Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 911972.8158 | 762852.7183 | 149120.0974 | 13893762.1791 | 12850651.9689 | 1043110.2102 |
Total P&L (%) | 911.9728 | 762.8527 | 149.1201 | 13893.7622 | 12850.652 | 1043.1102 |
Avg Daily Profit (%) | 0.3647 | 0.3051 | 0.0596 | 0.1978 | 0.1947 | 0.0975 |
Buy And Hold Return (%) | 826.3545 | 826.3545 | 826.3545 | 826.3545 | 826.3545 | 826.3545 |
Max Trade Drawdown | -103854 | -92021 | -65090 | -1991638 | -1347477 | -1577358 |
Profit Factor | 3.157 | 4.5261 | 1.7223 | 3.1694 | 5.1069 | 1.3185 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 45 | 23 | 22 | 45 | 23 | 22 |
Losing Trades | 30 | 14 | 16 | 30 | 14 | 16 |
Profitability (%) | 60 | 62.1622 | 57.8947 | 60 | 62.1622 | 57.8947 |
Ratio Avg Win / Avg Loss | 2.1046 | 2.755 | 1.2526 | 2.1129 | 3.1086 | 0.9589 |
Largest Winning Trade | 271393 | 271393 | 60340 | 6018403 | 6018403 | 1271558 |
Largest Losing Trade | -60979 | -40991 | -60979 | -1153245 | -587007 | -1153245 |
Avg Bars in Trades | 91 | 112 | 71 | 91 | 112 | 71 |
Avg Bars in Winners | 111 | 120 | 102 | 111 | 120 | 102 |
Avg Bars in Losers | 61 | 99 | 28 | 61 | 99 | 28 |
Bars Traded | 6877 | 4157 | 2720 | 6877 | 4157 | 2720 |
Profit Streak | 201.3258 | 436.9924 | 201.3258 | 201.3258 | 436.9924 | 201.3258 |
Trades During Streak | 4 | 4 | 2 | 4 | 4 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -176381 | -146455 | -274897 | -44240 | 676971 | -146034 |
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{ "first_band": { "type": "sma", "factors": { "length": 79, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 211, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 79, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 211, "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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