Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 633048.8556 | 595316.1865 | 37732.6691 | 668025.1308 | 547533.5904 | 120491.5404 |
Total P&L (%) | 633.0489 | 595.3162 | 37.7327 | 668.0251 | 547.5336 | 120.4915 |
Avg Daily Profit (%) | 0.3434 | 0.323 | 0.0205 | 0.1107 | 0.1014 | 0.0429 |
Buy And Hold Return (%) | 192.4331 | 192.4331 | 192.4331 | 192.4331 | 192.4331 | 192.4331 |
Max Trade Drawdown | -85052 | -54324 | -86934 | -432036 | -223515 | -245637 |
Profit Factor | 2.394 | 4.052 | 1.1457 | 1.4218 | 1.708 | 1.1487 |
Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Winning Trades | 41 | 22 | 19 | 41 | 22 | 19 |
Losing Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Profitability (%) | 50.6173 | 53.6585 | 47.5 | 50.6173 | 53.6585 | 47.5 |
Ratio Avg Win / Avg Loss | 2.3357 | 3.4995 | 1.2663 | 1.3871 | 1.4751 | 1.2696 |
Largest Winning Trade | 448865 | 448865 | 48643 | 234802 | 225076 | 234802 |
Largest Losing Trade | -49869 | -44375 | -49869 | -223515 | -223515 | -156879 |
Avg Bars in Trades | 64 | 60 | 69 | 64 | 60 | 69 |
Avg Bars in Winners | 98 | 86 | 112 | 98 | 86 | 112 |
Avg Bars in Losers | 30 | 30 | 29 | 30 | 30 | 29 |
Bars Traded | 5248 | 2476 | 2772 | 5248 | 2476 | 2772 |
Profit Streak | 88.3008 | 103.3008 | 0 | 88.3008 | 103.3008 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -4668 | 512329 | -392540 | -62350 | -57255 | -359335 |
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{ "first_band": { "type": "dcm", "factors": { "length": 117, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 20, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 117, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 20, "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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