Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 645504.2982 | 667446.7214 | -21942.4232 | -5445587.5052 | -11305406.3582 | 5859818.853 |
Total P&L (%) | 645.5043 | 667.4467 | -21.9424 | -5445.5875 | -11305.4064 | 5859.8189 |
Avg Daily Profit (%) | 0.3606 | 0.3728 | -0.0123 | 0 | 0 | 0.2286 |
Buy And Hold Return (%) | 228.8326 | 228.8326 | 228.8326 | 228.8326 | 228.8326 | 228.8326 |
Max Trade Drawdown | -257690 | -65585 | -338251 | -23423279 | -18322622 | -8749580 |
Profit Factor | 1.9395 | 4.3677 | 0.9551 | 0.8752 | 0.5126 | 1.2866 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 47 | 22 | 25 | 44 | 25 | 19 |
Losing Trades | 31 | 17 | 14 | 34 | 14 | 20 |
Profitability (%) | 60.2564 | 56.4103 | 64.1026 | 56.4103 | 64.1026 | 48.7179 |
Ratio Avg Win / Avg Loss | 1.2793 | 3.375 | 0.5349 | 0.6763 | 0.287 | 1.3544 |
Largest Winning Trade | 173141 | 173141 | 66401 | 19872229 | 2086566 | 19872229 |
Largest Losing Trade | -257690 | -29573 | -257690 | -9470507 | -9470507 | -6707659 |
Avg Bars in Trades | 132 | 83 | 181 | 132 | 83 | 181 |
Avg Bars in Winners | 135 | 69 | 194 | 95 | 93 | 98 |
Avg Bars in Losers | 128 | 103 | 158 | 180 | 66 | 260 |
Bars Traded | 10359 | 3275 | 7084 | 10359 | 3275 | 7084 |
Profit Streak | 0 | 0 | 0 | 74.577 | 238.4104 | 74.577 |
Trades During Streak | 0 | 0 | 0 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -28457 | 522457 | -578929 | -617073 | -577574 | 301114 |
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{ "first_band": { "type": "dcm", "factors": { "length": 247, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 60, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 247, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 60, "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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