Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1969362.2966 | 2015550.2313 | -46187.9347 | 169207.0006 | -201393.9156 | 370600.9162 |
Total P&L (%) | 1969.3623 | 2015.5502 | -46.1879 | 169.207 | -201.3939 | 370.6009 |
Avg Daily Profit (%) | 1.0513 | 1.076 | -0.0247 | 0.0529 | 0 | 0.0827 |
Buy And Hold Return (%) | 307.2134 | 307.2134 | 307.2134 | 307.2134 | 307.2134 | 307.2134 |
Max Trade Drawdown | -152254 | -159498 | -62049 | -2802963 | -3111314 | -579620 |
Profit Factor | 2.7578 | 3.9154 | 0.8923 | 1.0152 | 0.9717 | 1.0921 |
Total Trades | 254 | 127 | 127 | 254 | 127 | 127 |
Winning Trades | 91 | 39 | 52 | 91 | 39 | 52 |
Losing Trades | 163 | 88 | 75 | 163 | 88 | 75 |
Profitability (%) | 35.8268 | 30.7087 | 40.9449 | 35.8268 | 30.7087 | 40.9449 |
Ratio Avg Win / Avg Loss | 4.9397 | 8.8347 | 1.287 | 1.8184 | 2.1926 | 1.5751 |
Largest Winning Trade | 1492064 | 1492064 | 29397 | 2177490 | 2177490 | 643131 |
Largest Losing Trade | -28535 | -28535 | -25896 | -557303 | -490990 | -557303 |
Avg Bars in Trades | 87 | 125 | 49 | 87 | 125 | 49 |
Avg Bars in Winners | 134 | 209 | 77 | 134 | 209 | 77 |
Avg Bars in Losers | 60 | 88 | 29 | 60 | 88 | 29 |
Bars Traded | 22126 | 15900 | 6226 | 22126 | 15900 | 6226 |
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 | 506544 | 446145 | -582849 | -494983 | -585719 | -305980 |
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{ "first_band": { "type": "sma", "factors": { "length": 159, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 30, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 159, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 30, "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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