Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 362375.5055 | 364910.2849 | -2534.7794 | -41014.8598 | 401353.0033 | -442367.8631 |
Total P&L (%) | 362.3755 | 364.9103 | -2.5348 | -41.0149 | 401.353 | -442.3679 |
Avg Daily Profit (%) | 0.1936 | 0.195 | -0.0014 | -0.0282 | 0.0862 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -109188 | -122161 | -101730 | -975676 | -313827 | -785271 |
Profit Factor | 1.534 | 2.1975 | 0.9932 | 0.9827 | 1.4668 | 0.7062 |
Total Trades | 121 | 60 | 61 | 121 | 60 | 61 |
Winning Trades | 53 | 22 | 31 | 53 | 22 | 31 |
Losing Trades | 68 | 38 | 30 | 68 | 38 | 30 |
Profitability (%) | 43.8017 | 36.6667 | 50.8197 | 43.8017 | 36.6667 | 50.8197 |
Ratio Avg Win / Avg Loss | 1.9681 | 3.7957 | 0.9612 | 1.2608 | 2.5336 | 0.6834 |
Largest Winning Trade | 322725 | 322725 | 41964 | 346914 | 346914 | 276075 |
Largest Losing Trade | -75774 | -43196 | -75774 | -702486 | -160604 | -702486 |
Avg Bars in Trades | 88 | 86 | 90 | 88 | 86 | 90 |
Avg Bars in Winners | 131 | 133 | 129 | 131 | 133 | 129 |
Avg Bars in Losers | 56 | 59 | 51 | 56 | 59 | 51 |
Bars Traded | 10764 | 5214 | 5550 | 10764 | 5214 | 5550 |
Profit Streak | 45.6033 | 0 | 66.9367 | 45.6033 | 0 | 66.9367 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 311713 | -162883 | -741793 | -580644 | -250329 | -741793 |
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{ "first_band": { "type": "ema", "factors": { "length": 224, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 158, "offset": 0 } } }
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# | 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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