Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1537031.7459 | 1432070.7038 | 104961.0421 | 7854993.9568 | 6599191.0911 | 1255802.8657 |
Total P&L (%) | 1537.0317 | 1432.0707 | 104.961 | 7854.994 | 6599.1911 | 1255.8029 |
Avg Daily Profit (%) | 0.6976 | 0.65 | 0.0476 | 0.1988 | 0.191 | 0.1184 |
Buy And Hold Return (%) | 487.3003 | 487.3003 | 487.3003 | 487.3003 | 487.3003 | 487.3003 |
Max Trade Drawdown | -91460 | -88347 | -75863 | -1310974 | -1041682 | -1267483 |
Profit Factor | 3.6187 | 5.6651 | 1.3749 | 2.0564 | 2.5305 | 1.402 |
Total Trades | 125 | 63 | 62 | 125 | 63 | 62 |
Winning Trades | 41 | 18 | 23 | 41 | 18 | 23 |
Losing Trades | 84 | 45 | 39 | 84 | 45 | 39 |
Profitability (%) | 32.8 | 28.5714 | 37.0968 | 32.8 | 28.5714 | 37.0968 |
Ratio Avg Win / Avg Loss | 7.4139 | 14.1627 | 2.3314 | 4.2132 | 6.3263 | 2.3774 |
Largest Winning Trade | 797912 | 797912 | 64236 | 4021969 | 4021969 | 1134544 |
Largest Losing Trade | -48068 | -29270 | -48068 | -1041682 | -1041682 | -861194 |
Avg Bars in Trades | 51 | 41 | 60 | 51 | 41 | 60 |
Avg Bars in Winners | 117 | 104 | 128 | 117 | 104 | 128 |
Avg Bars in Losers | 18 | 17 | 20 | 18 | 17 | 20 |
Bars Traded | 6422 | 2645 | 3777 | 6422 | 2645 | 3777 |
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 | 350686 | -144031 | -452891 | 200860 | -148247 | -195680 |
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{ "first_band": { "type": "dcm", "factors": { "length": 50, "offset": 60 } }, "second_band": { "type": "sma", "factors": { "length": 3, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 50, "offset": 60 } }, "second_band": { "type": "sma", "factors": { "length": 3, "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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