Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 896542.2431 | 709182.6869 | 187359.5562 | 2478518.62 | 408662.0574 | 2069856.5626 |
Total P&L (%) | 896.5422 | 709.1827 | 187.3596 | 2478.5186 | 408.6621 | 2069.8566 |
Avg Daily Profit (%) | 0.3753 | 0.2969 | 0.0784 | 0.1361 | 0.0681 | 0.1289 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -143886 | -84929 | -114545 | -26508749 | -16065687 | -23313126 |
Profit Factor | 2.3015 | 2.9114 | 1.5895 | 1.037 | 1.012 | 1.0626 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 44 | 22 | 22 | 44 | 22 | 22 |
Losing Trades | 47 | 24 | 23 | 47 | 24 | 23 |
Profitability (%) | 48.3516 | 47.8261 | 48.8889 | 48.3516 | 47.8261 | 48.8889 |
Ratio Avg Win / Avg Loss | 2.4584 | 3.1761 | 1.6618 | 1.1077 | 1.104 | 1.1109 |
Largest Winning Trade | 232004 | 232004 | 74136 | 10022778 | 6044848 | 10022778 |
Largest Losing Trade | -74959 | -45100 | -74959 | -19371362 | -6095622 | -19371362 |
Avg Bars in Trades | 99 | 65 | 134 | 99 | 65 | 134 |
Avg Bars in Winners | 136 | 62 | 210 | 136 | 62 | 210 |
Avg Bars in Losers | 65 | 68 | 61 | 65 | 68 | 61 |
Bars Traded | 9083 | 3022 | 6061 | 9083 | 3022 | 6061 |
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 | 486710 | 491503 | -85640 | -191135 | -310051 | -172568 |
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{ "first_band": { "type": "dcm", "factors": { "length": 215, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 51, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 215, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 51, "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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