Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1535992.1848 | 1371172.1901 | 164819.9947 | 1661813.8269 | -824613.6348 | 2486427.4618 |
Total P&L (%) | 1535.9922 | 1371.1722 | 164.82 | 1661.8138 | -824.6136 | 2486.4275 |
Avg Daily Profit (%) | 0.6502 | 0.5805 | 0.0698 | 0.1215 | 0 | 0.1378 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -97060 | -91150 | -99045 | -1443848 | -2226410 | -900375 |
Profit Factor | 4.0669 | 6.44 | 1.6625 | 1.2558 | 0.7829 | 1.9219 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 41 | 17 | 24 | 41 | 17 | 24 |
Losing Trades | 45 | 26 | 19 | 45 | 26 | 19 |
Profitability (%) | 47.6744 | 39.5349 | 55.814 | 47.6744 | 39.5349 | 55.814 |
Ratio Avg Win / Avg Loss | 4.4637 | 9.8495 | 1.3162 | 1.3784 | 1.1974 | 1.5215 |
Largest Winning Trade | 1364398 | 1364398 | 51733 | 846638 | 756216 | 846638 |
Largest Losing Trade | -41837 | -25476 | -41837 | -557014 | -545735 | -557014 |
Avg Bars in Trades | 105 | 91 | 119 | 105 | 91 | 119 |
Avg Bars in Winners | 160 | 153 | 164 | 160 | 153 | 164 |
Avg Bars in Losers | 55 | 50 | 61 | 55 | 50 | 61 |
Bars Traded | 9056 | 3923 | 5133 | 9056 | 3923 | 5133 |
Profit Streak | 57.0333 | 57.0333 | 83.2833 | 57.0333 | 57.0333 | 83.2833 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 712145 | 604050 | -95569 | -29759 | -582149 | -2840 |
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{ "first_band": { "type": "ema", "factors": { "length": 193, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 67, "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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