Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 562550.396 | 677893.4063 | -115343.0103 | -98726.7944 | -19438.6784 | -79288.116 |
Total P&L (%) | 562.5504 | 677.8934 | -115.343 | -98.7268 | -19.4387 | -79.2881 |
Avg Daily Profit (%) | 0.2392 | 0.2883 | -0.0491 | -0.1854 | -0.0092 | -0.0669 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -195505 | -152420 | -280610 | -108929 | -49779 | -119028 |
Profit Factor | 1.5954 | 2.7159 | 0.7902 | 0.591 | 0.7704 | 0.4941 |
Total Trades | 138 | 69 | 69 | 138 | 69 | 69 |
Winning Trades | 57 | 25 | 32 | 57 | 25 | 32 |
Losing Trades | 81 | 44 | 37 | 81 | 44 | 37 |
Profitability (%) | 41.3043 | 36.2319 | 46.3768 | 41.3043 | 36.2319 | 46.3768 |
Ratio Avg Win / Avg Loss | 2.2671 | 4.78 | 0.9137 | 0.8398 | 1.3559 | 0.5713 |
Largest Winning Trade | 865694 | 865694 | 52265 | 39397 | 39397 | 32587 |
Largest Losing Trade | -84395 | -46180 | -84395 | -30888 | -25888 | -30888 |
Avg Bars in Trades | 66 | 66 | 65 | 66 | 66 | 65 |
Avg Bars in Winners | 93 | 93 | 93 | 93 | 93 | 93 |
Avg Bars in Losers | 47 | 51 | 41 | 47 | 51 | 41 |
Bars Traded | 9156 | 4608 | 4548 | 9156 | 4608 | 4548 |
Profit Streak | 9.6937 | 18.9437 | 9.6937 | 9.6937 | 18.9437 | 9.6937 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 340689 | -92778 | -683480 | -582687 | -685863 | -683480 |
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{ "first_band": { "type": "ema", "factors": { "length": 6, "offset": 211 } }, "second_band": { "type": "dcm", "factors": { "length": 232, "offset": 0 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 6, "offset": 211 } }, "second_band": { "type": "dcm", "factors": { "length": 232, "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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