Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 346501.0302 | 285859.1604 | 60641.8699 | 232345.2789 | 100404.0046 | 131941.2742 |
Total P&L (%) | 346.501 | 285.8592 | 60.6419 | 232.3453 | 100.404 | 131.9413 |
Avg Daily Profit (%) | 0.1855 | 0.1531 | 0.0325 | 0.0643 | 0.0372 | 0.0451 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -90535 | -67146 | -88813 | -278023 | -221244 | -152387 |
Profit Factor | 1.7879 | 2.1581 | 1.3143 | 1.1816 | 1.1244 | 1.2793 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Losing Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Profitability (%) | 47.7612 | 50 | 45.4545 | 47.7612 | 50 | 45.4545 |
Ratio Avg Win / Avg Loss | 1.9555 | 2.1581 | 1.5772 | 1.2924 | 1.1244 | 1.5352 |
Largest Winning Trade | 168951 | 168951 | 52222 | 184026 | 184026 | 154417 |
Largest Losing Trade | -46836 | -41523 | -46836 | -126167 | -126167 | -86639 |
Avg Bars in Trades | 106 | 81 | 131 | 106 | 81 | 131 |
Avg Bars in Winners | 145 | 106 | 190 | 145 | 106 | 190 |
Avg Bars in Losers | 69 | 57 | 82 | 69 | 57 | 82 |
Bars Traded | 7117 | 2782 | 4335 | 7117 | 2782 | 4335 |
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 | -111259 | 407091 | -150644 | -249942 | -226862 | -133450 |
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{ "first_band": { "type": "dcm", "factors": { "length": 206, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 39, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 206, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 39, "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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