Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 568618.3257 | 474872.6179 | 93745.7077 | 274518.8175 | 407159.381 | -132640.5635 |
Total P&L (%) | 568.6183 | 474.8726 | 93.7457 | 274.5188 | 407.1594 | -132.6406 |
Avg Daily Profit (%) | 0.3038 | 0.2537 | 0.0501 | 0.0706 | 0.0868 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -264488 | -128299 | -221605 | -611089 | -417298 | -407207 |
Profit Factor | 1.8156 | 2.2774 | 1.288 | 1.2256 | 1.5791 | 0.7417 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 44 | 17 | 27 | 44 | 17 | 27 |
Losing Trades | 49 | 30 | 19 | 49 | 30 | 19 |
Profitability (%) | 47.3118 | 36.1702 | 58.6957 | 47.3118 | 36.1702 | 58.6957 |
Ratio Avg Win / Avg Loss | 2.0219 | 4.0189 | 0.9064 | 1.3649 | 2.7867 | 0.522 |
Largest Winning Trade | 263206 | 263206 | 75528 | 353568 | 353568 | 57117 |
Largest Losing Trade | -44146 | -36230 | -44146 | -202387 | -202387 | -137637 |
Avg Bars in Trades | 236 | 217 | 256 | 236 | 217 | 256 |
Avg Bars in Winners | 342 | 398 | 307 | 342 | 398 | 307 |
Avg Bars in Losers | 142 | 115 | 184 | 142 | 115 | 184 |
Bars Traded | 22026 | 10227 | 11799 | 22026 | 10227 | 11799 |
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 | 416574 | 256258 | -126488 | -99886 | -79502 | -579577 |
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{ "first_band": { "type": "ema", "factors": { "length": 82, "offset": 211 } }, "second_band": { "type": "dcm", "factors": { "length": 200, "offset": 0 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 82, "offset": 211 } }, "second_band": { "type": "dcm", "factors": { "length": 200, "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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