Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 971931.7474 | 833693.803 | 138237.9444 | 11435086.5424 | 12216136.7905 | -781050.248 |
Total P&L (%) | 971.9317 | 833.6938 | 138.2379 | 11435.0865 | 12216.1368 | -781.0502 |
Avg Daily Profit (%) | 0.3887 | 0.3334 | 0.0553 | 0.1901 | 0.1927 | 0 |
Buy And Hold Return (%) | 902.9649 | 902.9649 | 902.9649 | 902.9649 | 902.9649 | 902.9649 |
Max Trade Drawdown | -122484 | -93544 | -87819 | -8802482 | -6625853 | -5826138 |
Profit Factor | 3.6051 | 5.3988 | 1.7531 | 1.6272 | 2.4492 | 0.9203 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Losing Trades | 25 | 13 | 12 | 25 | 13 | 12 |
Profitability (%) | 62.1212 | 60.6061 | 63.6364 | 62.1212 | 60.6061 | 63.6364 |
Ratio Avg Win / Avg Loss | 2.1983 | 3.5092 | 1.0018 | 0.9922 | 1.592 | 0.5259 |
Largest Winning Trade | 416242 | 416242 | 60085 | 6730674 | 6730674 | 1901964 |
Largest Losing Trade | -65031 | -25993 | -65031 | -4993906 | -2179380 | -4993906 |
Avg Bars in Trades | 68 | 85 | 50 | 68 | 85 | 50 |
Avg Bars in Winners | 73 | 81 | 66 | 73 | 81 | 66 |
Avg Bars in Losers | 58 | 93 | 21 | 58 | 93 | 21 |
Bars Traded | 4489 | 2834 | 1655 | 4489 | 2834 | 1655 |
Profit Streak | 114.9555 | 114.9555 | 427.9555 | 114.9555 | 114.9555 | 427.9555 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -251563 | -146598 | -279577 | -117714 | 524008 | -577696 |
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{ "first_band": { "type": "sma", "factors": { "length": 76, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 167, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 76, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 167, "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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