Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1490368.5213 | 1663470.6442 | -173102.1228 | -87883.9406 | 644413.1972 | -732297.1378 |
Total P&L (%) | 1490.3685 | 1663.4706 | -173.1021 | -87.8839 | 644.4132 | -732.2971 |
Avg Daily Profit (%) | 0.7155 | 0.7986 | -0.0831 | -0.1013 | 0.0964 | 0 |
Buy And Hold Return (%) | 286.7281 | 286.7281 | 286.7281 | 286.7281 | 286.7281 | 286.7281 |
Max Trade Drawdown | -281669 | -127550 | -231325 | -1094340 | -414055 | -731402 |
Profit Factor | 2.3296 | 4.0304 | 0.6974 | 0.9454 | 2.0073 | 0.2453 |
Total Trades | 188 | 94 | 94 | 188 | 94 | 94 |
Winning Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Losing Trades | 124 | 62 | 62 | 124 | 62 | 62 |
Profitability (%) | 34.0426 | 34.0426 | 34.0426 | 34.0426 | 34.0426 | 34.0426 |
Ratio Avg Win / Avg Loss | 4.5135 | 7.8089 | 1.3512 | 1.8317 | 3.8891 | 0.4753 |
Largest Winning Trade | 1727556 | 1727556 | 49289 | 1044203 | 1044203 | 50611 |
Largest Losing Trade | -42509 | -40830 | -42509 | -469581 | -154926 | -469581 |
Avg Bars in Trades | 129 | 126 | 133 | 129 | 126 | 133 |
Avg Bars in Winners | 256 | 262 | 250 | 256 | 262 | 250 |
Avg Bars in Losers | 64 | 56 | 72 | 64 | 56 | 72 |
Bars Traded | 24392 | 11875 | 12517 | 24392 | 11875 | 12517 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 376459 | 465478 | -585620 | -583221 | -71766 | -587286 |
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{ "first_band": { "type": "ema", "factors": { "length": 249, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 94, "offset": 0 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 249, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 94, "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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