Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 549817.8162 | 372200.9843 | 177616.832 | 471405.8774 | 434443.4581 | 36962.4193 |
Total P&L (%) | 549.8178 | 372.201 | 177.6168 | 471.4059 | 434.4435 | 36.9624 |
Avg Daily Profit (%) | 0.3731 | 0.2526 | 0.1205 | 0.1183 | 0.1138 | 0.0213 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -155192 | -101373 | -85230 | -2347286 | -1403006 | -1334068 |
Profit Factor | 1.7283 | 1.8133 | 1.5974 | 1.0652 | 1.1062 | 1.0118 |
Total Trades | 153 | 76 | 77 | 153 | 76 | 77 |
Winning Trades | 75 | 31 | 44 | 75 | 31 | 44 |
Losing Trades | 78 | 45 | 33 | 78 | 45 | 33 |
Profitability (%) | 49.0196 | 40.7895 | 57.1429 | 49.0196 | 40.7895 | 57.1429 |
Ratio Avg Win / Avg Loss | 1.7974 | 2.6322 | 1.1981 | 1.1078 | 1.6058 | 0.7588 |
Largest Winning Trade | 278985 | 278985 | 38351 | 1580034 | 1580034 | 246023 |
Largest Losing Trade | -37885 | -37885 | -27173 | -596054 | -596054 | -466256 |
Avg Bars in Trades | 28 | 37 | 19 | 28 | 37 | 19 |
Avg Bars in Winners | 32 | 43 | 24 | 32 | 43 | 24 |
Avg Bars in Losers | 24 | 33 | 12 | 24 | 33 | 12 |
Bars Traded | 4345 | 2839 | 1506 | 4345 | 2839 | 1506 |
Profit Streak | 71.0243 | 75.691 | 71.0243 | 71.0243 | 75.691 | 71.0243 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 540770 | -40157 | -69301 | -181582 | -195351 | -415171 |
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{ "first_band": { "type": "ema", "factors": { "length": 71, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 70, "offset": 0 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 71, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 70, "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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