Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 849299.3529 | 740906.1305 | 108393.2224 | 9494110.1584 | 8732719.8067 | 761390.3517 |
Total P&L (%) | 849.2994 | 740.9061 | 108.3932 | 9494.1102 | 8732.7198 | 761.3904 |
Avg Daily Profit (%) | 0.3397 | 0.2963 | 0.0433 | 0.1827 | 0.1794 | 0.0862 |
Buy And Hold Return (%) | 725.3308 | 725.3308 | 725.3308 | 725.3308 | 725.3308 | 725.3308 |
Max Trade Drawdown | -110031 | -96222 | -86748 | -3638987 | -2214486 | -3487136 |
Profit Factor | 2.711 | 3.6136 | 1.5091 | 1.9024 | 2.5591 | 1.1548 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 51 | 27 | 24 | 51 | 27 | 24 |
Losing Trades | 44 | 20 | 24 | 44 | 20 | 24 |
Profitability (%) | 53.6842 | 57.4468 | 50 | 53.6842 | 57.4468 | 50 |
Ratio Avg Win / Avg Loss | 2.3389 | 2.6767 | 1.5091 | 1.6413 | 1.8957 | 1.1548 |
Largest Winning Trade | 275153 | 275153 | 56714 | 4695759 | 4695759 | 1335065 |
Largest Losing Trade | -44610 | -44610 | -36455 | -1898234 | -1201185 | -1898234 |
Avg Bars in Trades | 49 | 63 | 36 | 49 | 63 | 36 |
Avg Bars in Winners | 61 | 75 | 45 | 61 | 75 | 45 |
Avg Bars in Losers | 36 | 47 | 27 | 36 | 47 | 27 |
Bars Traded | 4723 | 2982 | 1741 | 4723 | 2982 | 1741 |
Profit Streak | 60.6302 | 431.1302 | 60.6302 | 60.6302 | 431.1302 | 60.6302 |
Trades During Streak | 2 | 7 | 1 | 2 | 7 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -96494 | -140999 | -297663 | 475509 | 547173 | -277475 |
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{ "first_band": { "type": "sma", "factors": { "length": 59, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 110, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 59, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 110, "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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