Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2192574.6549 | 2223537.1396 | -30962.4847 | -16388.0815 | 1252618.7135 | -1269006.795 |
Total P&L (%) | 2192.5747 | 2223.5371 | -30.9625 | -16.3881 | 1252.6187 | -1269.0068 |
Avg Daily Profit (%) | 1.1794 | 1.196 | -0.0167 | -0.0096 | 0.1402 | 0 |
Buy And Hold Return (%) | 56.0221 | 56.0221 | 56.0221 | 56.0221 | 56.0221 | 56.0221 |
Max Trade Drawdown | -383816 | -273751 | -121429 | -3539281 | -2261113 | -1377157 |
Profit Factor | 4.203 | 5.4197 | 0.8293 | 0.997 | 1.3274 | 0.2185 |
Total Trades | 109 | 54 | 55 | 109 | 54 | 55 |
Winning Trades | 45 | 18 | 27 | 45 | 18 | 27 |
Losing Trades | 64 | 36 | 28 | 64 | 36 | 28 |
Profitability (%) | 41.2844 | 33.3333 | 49.0909 | 41.2844 | 33.3333 | 49.0909 |
Ratio Avg Win / Avg Loss | 5.9777 | 10.8394 | 0.8601 | 1.4179 | 2.6548 | 0.2266 |
Largest Winning Trade | 2307982 | 2307982 | 28635 | 2594599 | 2594599 | 116828 |
Largest Losing Trade | -50816 | -50816 | -28152 | -1207333 | -1207333 | -1007016 |
Avg Bars in Trades | 195 | 366 | 28 | 195 | 366 | 28 |
Avg Bars in Winners | 254 | 598 | 26 | 254 | 598 | 26 |
Avg Bars in Losers | 153 | 250 | 29 | 153 | 250 | 29 |
Bars Traded | 21319 | 19773 | 1546 | 21319 | 19773 | 1546 |
Profit Streak | 0 | 106.0655 | 0 | 0 | 106.0655 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 633822 | -164244 | -760909 | -582210 | -189949 | -760909 |
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{ "first_band": { "type": "sma", "factors": { "length": 193, "offset": 37 } }, "second_band": { "type": "dcu", "factors": { "length": 118, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 193, "offset": 37 } }, "second_band": { "type": "dcu", "factors": { "length": 118, "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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