Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1693281.3058 | 1527485.0691 | 165796.2368 | 16322484.4111 | 5156066.6371 | 11166417.774 |
Total P&L (%) | 1693.2813 | 1527.4851 | 165.7962 | 16322.4844 | 5156.0666 | 11166.4178 |
Avg Daily Profit (%) | 0.8962 | 0.8084 | 0.0877 | 0.2703 | 0.2099 | 0.2503 |
Buy And Hold Return (%) | 295.2641 | 295.2641 | 295.2641 | 295.2641 | 295.2641 | 295.2641 |
Max Trade Drawdown | -73599 | -60152 | -57706 | -22593919 | -20878901 | -14760344 |
Profit Factor | 6.2481 | 9.8151 | 2.11 | 1.273 | 1.1555 | 1.4193 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 26 | 12 | 14 | 26 | 12 | 14 |
Losing Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Profitability (%) | 43.3333 | 40 | 46.6667 | 43.3333 | 40 | 46.6667 |
Ratio Avg Win / Avg Loss | 8.1706 | 14.7226 | 2.4114 | 1.6647 | 1.7333 | 1.622 |
Largest Winning Trade | 1126363 | 1126363 | 60673 | 11439460 | 11439460 | 7068082 |
Largest Losing Trade | -24651 | -17414 | -24651 | -5666029 | -5666029 | -4479738 |
Avg Bars in Trades | 60 | 53 | 67 | 60 | 53 | 67 |
Avg Bars in Winners | 98 | 90 | 105 | 98 | 90 | 105 |
Avg Bars in Losers | 31 | 29 | 33 | 31 | 29 | 33 |
Bars Traded | 3622 | 1610 | 2012 | 3622 | 1610 | 2012 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -155158 | 595704 | -238920 | -166423 | -44177 | 325727 |
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{ "first_band": { "type": "sma", "factors": { "length": 80, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 19, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 80, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 19, "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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