Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 135691.7046 | 92549.2635 | 43142.4412 | 176801.0938 | 170936.3146 | 5864.7793 |
Total P&L (%) | 135.6917 | 92.5493 | 43.1424 | 176.8011 | 170.9363 | 5.8648 |
Avg Daily Profit (%) | 0.521 | 0.3554 | 0.1657 | 0.3917 | 0.3835 | 0.0219 |
Buy And Hold Return (%) | 12.4971 | 12.4971 | 12.4971 | 12.4971 | 12.4971 | 12.4971 |
Max Trade Drawdown | -39331 | -16345 | -39095 | -141879 | -39027 | -145683 |
Profit Factor | 1.5223 | 1.7892 | 1.3027 | 1.2933 | 1.723 | 1.016 |
Total Trades | 169 | 85 | 84 | 169 | 85 | 84 |
Winning Trades | 116 | 56 | 60 | 116 | 56 | 60 |
Losing Trades | 53 | 29 | 24 | 53 | 29 | 24 |
Profitability (%) | 68.6391 | 65.8824 | 71.4286 | 68.6391 | 65.8824 | 71.4286 |
Ratio Avg Win / Avg Loss | 0.6955 | 0.9265 | 0.5211 | 0.5909 | 0.8923 | 0.4064 |
Largest Winning Trade | 13725 | 13725 | 12337 | 26388 | 24553 | 26388 |
Largest Losing Trade | -35893 | -16071 | -35893 | -131294 | -33985 | -131294 |
Avg Bars in Trades | 145 | 138 | 152 | 145 | 138 | 152 |
Avg Bars in Winners | 91 | 79 | 102 | 91 | 79 | 102 |
Avg Bars in Losers | 262 | 252 | 276 | 262 | 252 | 276 |
Bars Traded | 24526 | 11751 | 12775 | 24526 | 11751 | 12775 |
Profit Streak | 3.8412 | 3.8412 | 17.6225 | 3.8412 | 3.8412 | 17.6225 |
Trades During Streak | 4 | 2 | 6 | 4 | 2 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 453558 | 369763 | 215882 | 363375 | 373808 | -531044 |
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{ "first_band": { "type": "dcm", "factors": { "length": 41, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 215, "offset": 96 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 41, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 215, "offset": 96 } } }
# | 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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