Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 853824.5198 | 798402.1292 | 55422.3906 | 1383141.7477 | 1552687.8135 | -169546.0658 |
Total P&L (%) | 853.8245 | 798.4021 | 55.4224 | 1383.1417 | 1552.6878 | -169.5461 |
Avg Daily Profit (%) | 0.3412 | 0.3191 | 0.0221 | 0.1078 | 0.1122 | 0 |
Buy And Hold Return (%) | 333.585 | 333.585 | 333.585 | 333.585 | 333.585 | 333.585 |
Max Trade Drawdown | -186051 | -112668 | -107744 | -5234461 | -4208433 | -1331296 |
Profit Factor | 2.2121 | 2.8452 | 1.204 | 1.0984 | 1.1717 | 0.9662 |
Total Trades | 114 | 57 | 57 | 114 | 57 | 57 |
Winning Trades | 57 | 26 | 31 | 57 | 26 | 31 |
Losing Trades | 57 | 31 | 26 | 57 | 31 | 26 |
Profitability (%) | 50 | 45.614 | 54.386 | 50 | 45.614 | 54.386 |
Ratio Avg Win / Avg Loss | 2.2121 | 3.3924 | 1.0098 | 1.0984 | 1.3971 | 0.8103 |
Largest Winning Trade | 373107 | 373107 | 31381 | 3594679 | 3594679 | 991665 |
Largest Losing Trade | -53309 | -46250 | -53309 | -1852092 | -1852092 | -1161034 |
Avg Bars in Trades | 63 | 91 | 35 | 63 | 91 | 35 |
Avg Bars in Winners | 87 | 136 | 46 | 87 | 136 | 46 |
Avg Bars in Losers | 39 | 53 | 22 | 39 | 53 | 22 |
Bars Traded | 7213 | 5190 | 2023 | 7213 | 5190 | 2023 |
Profit Streak | 46.5324 | 0 | 47.8657 | 46.5324 | 0 | 47.8657 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 389258 | -171540 | -508482 | -162129 | -257867 | -759704 |
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{ "first_band": { "type": "sma", "factors": { "length": 124, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 153, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 124, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 153, "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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