Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1245985.4473 | 1177407.6704 | 68577.777 | 143479.2331 | -174050.7122 | 317529.9453 |
Total P&L (%) | 1245.9854 | 1177.4077 | 68.5778 | 143.4792 | -174.0507 | 317.5299 |
Avg Daily Profit (%) | 0.526 | 0.497 | 0.0289 | 0.0376 | 0 | 0.0603 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -136788 | -91053 | -137644 | -298145 | -423280 | -177142 |
Profit Factor | 3.0722 | 4.8328 | 1.2332 | 1.1047 | 0.7815 | 1.554 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 30 | 13 | 17 | 30 | 13 | 17 |
Losing Trades | 40 | 22 | 18 | 40 | 22 | 18 |
Profitability (%) | 42.8571 | 37.1429 | 48.5714 | 42.8571 | 37.1429 | 48.5714 |
Ratio Avg Win / Avg Loss | 4.0963 | 8.1786 | 1.3057 | 1.473 | 1.3226 | 1.6454 |
Largest Winning Trade | 1224492 | 1224492 | 63978 | 194052 | 194052 | 185619 |
Largest Losing Trade | -50746 | -35496 | -50746 | -134101 | -117344 | -134101 |
Avg Bars in Trades | 97 | 88 | 107 | 97 | 88 | 107 |
Avg Bars in Winners | 148 | 129 | 162 | 148 | 129 | 162 |
Avg Bars in Losers | 60 | 64 | 55 | 60 | 64 | 55 |
Bars Traded | 6855 | 3097 | 3759 | 6855 | 3097 | 3759 |
Profit Streak | 0 | 0 | 92.5364 | 0 | 0 | 92.5364 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -84862 | 476602 | -154634 | -349583 | -584121 | -109602 |
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{ "first_band": { "type": "sma", "factors": { "length": 138, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 53, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 138, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 53, "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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