Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 489300.8232 | 441096.4905 | 48204.3327 | 856389.5253 | 807973.9103 | 48415.615 |
Total P&L (%) | 489.3008 | 441.0965 | 48.2043 | 856.3895 | 807.9739 | 48.4156 |
Avg Daily Profit (%) | 0.2476 | 0.2232 | 0.0244 | 0.1143 | 0.1117 | 0.02 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -86272 | -40986 | -167684 | -577979 | -292409 | -423506 |
Profit Factor | 2.1061 | 4.3143 | 1.1559 | 1.5066 | 2.6231 | 1.0406 |
Total Trades | 99 | 50 | 49 | 99 | 50 | 49 |
Winning Trades | 47 | 27 | 20 | 47 | 27 | 20 |
Losing Trades | 52 | 23 | 29 | 52 | 23 | 29 |
Profitability (%) | 47.4747 | 54 | 40.8163 | 47.4747 | 54 | 40.8163 |
Ratio Avg Win / Avg Loss | 2.3301 | 3.6752 | 1.676 | 1.6669 | 2.2345 | 1.5089 |
Largest Winning Trade | 136577 | 136577 | 81082 | 398936 | 294834 | 398936 |
Largest Losing Trade | -46765 | -21376 | -46765 | -220321 | -153979 | -220321 |
Avg Bars in Trades | 111 | 67 | 156 | 111 | 67 | 156 |
Avg Bars in Winners | 185 | 97 | 305 | 185 | 97 | 305 |
Avg Bars in Losers | 44 | 32 | 54 | 44 | 32 | 54 |
Bars Traded | 11053 | 3361 | 7691 | 11053 | 3361 | 7691 |
Profit Streak | 652.4325 | 732.4325 | 652.4325 | 652.4325 | 732.4325 | 652.4325 |
Trades During Streak | 3 | 5 | 1 | 3 | 5 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 455288 | -163062 | -212636 | -36870 | -216622 | -345287 |
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{ "first_band": { "type": "sma", "factors": { "length": 233, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 18, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 233, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 18, "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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