Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 91140.92 | 62569.5558 | 28571.3642 | 97731.7008 | 79190.7846 | 18540.9162 |
Total P&L (%) | 91.1409 | 62.5696 | 28.5714 | 97.7317 | 79.1908 | 18.5409 |
Avg Daily Profit (%) | 0.35 | 0.2403 | 0.1097 | 0.2621 | 0.2242 | 0.0653 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -69690 | -39063 | -45962 | -149277 | -97024 | -110347 |
Profit Factor | 1.3834 | 1.6532 | 1.2013 | 1.1964 | 1.3838 | 1.0637 |
Total Trades | 189 | 94 | 95 | 189 | 94 | 95 |
Winning Trades | 100 | 49 | 51 | 100 | 49 | 51 |
Losing Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Profitability (%) | 52.9101 | 52.1277 | 53.6842 | 52.9101 | 52.1277 | 53.6842 |
Ratio Avg Win / Avg Loss | 1.2312 | 1.5183 | 1.0364 | 1.0648 | 1.2709 | 0.9177 |
Largest Winning Trade | 30327 | 18569 | 30327 | 41102 | 32799 | 41102 |
Largest Losing Trade | -20582 | -13781 | -20582 | -46552 | -32718 | -46552 |
Avg Bars in Trades | 128 | 123 | 132 | 128 | 123 | 132 |
Avg Bars in Winners | 142 | 148 | 137 | 142 | 148 | 137 |
Avg Bars in Losers | 111 | 96 | 127 | 111 | 96 | 127 |
Bars Traded | 24210 | 11612 | 12598 | 24210 | 11612 | 12598 |
Profit Streak | 6.902 | 0 | 6.9853 | 6.902 | 0 | 6.9853 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 365503 | 330405 | -50814 | 155609 | 252047 | -266268 |
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{ "first_band": { "type": "ema", "factors": { "length": 50, "offset": 131 } }, "second_band": { "type": "dcm", "factors": { "length": 249, "offset": 161 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 50, "offset": 131 } }, "second_band": { "type": "dcm", "factors": { "length": 249, "offset": 161 } } }
# | 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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