Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 271481.8312 | 196037.7905 | 75444.0407 | 38548.6768 | 33016.1032 | 5532.5736 |
Total P&L (%) | 271.4818 | 196.0378 | 75.444 | 38.5487 | 33.0161 | 5.5326 |
Avg Daily Profit (%) | 0.2629 | 0.1898 | 0.0731 | 0.0316 | 0.0276 | 0.0052 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -104171 | -133055 | -105219 | -96395 | -108985 | -67424 |
Profit Factor | 1.3144 | 1.4011 | 1.2012 | 1.056 | 1.0859 | 1.0182 |
Total Trades | 189 | 94 | 95 | 189 | 94 | 95 |
Winning Trades | 93 | 42 | 51 | 93 | 42 | 51 |
Losing Trades | 96 | 52 | 44 | 96 | 52 | 44 |
Profitability (%) | 49.2063 | 44.6809 | 53.6842 | 49.2063 | 44.6809 | 53.6842 |
Ratio Avg Win / Avg Loss | 1.3568 | 1.7347 | 1.0364 | 1.09 | 1.3445 | 0.8784 |
Largest Winning Trade | 173511 | 173511 | 31047 | 60003 | 60003 | 20137 |
Largest Losing Trade | -42201 | -42201 | -33355 | -31070 | -29538 | -31070 |
Avg Bars in Trades | 63 | 76 | 50 | 63 | 76 | 50 |
Avg Bars in Winners | 64 | 72 | 57 | 64 | 72 | 57 |
Avg Bars in Losers | 62 | 80 | 41 | 62 | 80 | 41 |
Bars Traded | 12017 | 7223 | 4794 | 12017 | 7223 | 4794 |
Profit Streak | 17.9474 | 17.9474 | 28.7807 | 17.9474 | 17.9474 | 28.7807 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 377515 | 271451 | -94281 | -309846 | -286619 | -552190 |
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{ "first_band": { "type": "sma", "factors": { "length": 56, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 127, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 56, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 127, "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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