Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 385973.1568 | 303821.785 | 82151.3718 | 674738.848 | 283856.1229 | 390882.7252 |
Total P&L (%) | 385.9732 | 303.8218 | 82.1514 | 674.7388 | 283.8561 | 390.8827 |
Avg Daily Profit (%) | 0.3127 | 0.2462 | 0.0666 | 0.166 | 0.109 | 0.129 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -141206 | -56209 | -125374 | -831022 | -665136 | -495670 |
Profit Factor | 1.5918 | 2.0207 | 1.2317 | 1.2398 | 1.1857 | 1.3042 |
Total Trades | 196 | 98 | 98 | 196 | 98 | 98 |
Winning Trades | 119 | 59 | 60 | 119 | 59 | 60 |
Losing Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Profitability (%) | 60.7143 | 60.2041 | 61.2245 | 60.7143 | 60.2041 | 61.2245 |
Ratio Avg Win / Avg Loss | 1.03 | 1.3357 | 0.7801 | 0.8022 | 0.7838 | 0.826 |
Largest Winning Trade | 81172 | 81172 | 22495 | 305165 | 305165 | 255876 |
Largest Losing Trade | -51176 | -29835 | -51176 | -443844 | -443844 | -186849 |
Avg Bars in Trades | 73 | 82 | 63 | 73 | 82 | 63 |
Avg Bars in Winners | 68 | 71 | 65 | 68 | 71 | 65 |
Avg Bars in Losers | 81 | 100 | 61 | 81 | 100 | 61 |
Bars Traded | 14373 | 8109 | 6264 | 14373 | 8109 | 6264 |
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 | 463199 | 423882 | -104897 | 295623 | -64332 | -21214 |
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{ "first_band": { "type": "sma", "factors": { "length": 83, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 153, "offset": 17 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 83, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 153, "offset": 17 } } }
# | 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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