Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2416168.1677 | 2389185.7557 | 26982.4119 | 1976305.7231 | 9602206.4529 | -7625900.7298 |
Total P&L (%) | 2416.1682 | 2389.1858 | 26.9824 | 1976.3057 | 9602.2065 | -7625.9007 |
Avg Daily Profit (%) | 1.0863 | 1.0742 | 0.0121 | 0.1365 | 0.2059 | 0 |
Buy And Hold Return (%) | 715.9086 | 715.9086 | 715.9086 | 715.9086 | 715.9086 | 715.9086 |
Max Trade Drawdown | -140205 | -90073 | -95710 | -22070744 | -13880564 | -10825124 |
Profit Factor | 3.206 | 5.9009 | 1.0444 | 1.0269 | 1.2867 | 0.8094 |
Total Trades | 237 | 118 | 119 | 237 | 118 | 119 |
Winning Trades | 112 | 58 | 54 | 112 | 58 | 54 |
Losing Trades | 125 | 60 | 65 | 125 | 60 | 65 |
Profitability (%) | 47.2574 | 49.1525 | 45.3782 | 47.2574 | 49.1525 | 45.3782 |
Ratio Avg Win / Avg Loss | 3.5781 | 6.1044 | 1.2571 | 1.1461 | 1.3311 | 0.9743 |
Largest Winning Trade | 2108640 | 2108640 | 48196 | 22321910 | 22321910 | 4089497 |
Largest Losing Trade | -45018 | -28874 | -45018 | -10142578 | -2869477 | -10142578 |
Avg Bars in Trades | 55 | 60 | 50 | 55 | 60 | 50 |
Avg Bars in Winners | 76 | 83 | 67 | 76 | 83 | 67 |
Avg Bars in Losers | 37 | 38 | 36 | 37 | 38 | 36 |
Bars Traded | 13221 | 7173 | 6048 | 13221 | 7173 | 6048 |
Profit Streak | 7.0408 | 14.2075 | 7.0408 | 7.0408 | 14.2075 | 7.0408 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 651259 | 686605 | -515452 | -203383 | 292134 | -582129 |
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{ "first_band": { "type": "sma", "factors": { "length": 18, "offset": 86 } }, "second_band": { "type": "dcm", "factors": { "length": 111, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 18, "offset": 86 } }, "second_band": { "type": "dcm", "factors": { "length": 111, "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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