Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 428611.6323 | 348101.8805 | 80509.7518 | 64713.7255 | 9608.5218 | 55105.2037 |
Total P&L (%) | 428.6116 | 348.1019 | 80.5098 | 64.7137 | 9.6085 | 55.1052 |
Avg Daily Profit (%) | 0.288 | 0.2339 | 0.0541 | 0.0335 | 0.0062 | 0.0295 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -81061 | -131510 | -70154 | -259629 | -350766 | -202622 |
Profit Factor | 1.6985 | 1.9924 | 1.3063 | 1.0472 | 1.0119 | 1.0971 |
Total Trades | 106 | 53 | 53 | 106 | 53 | 53 |
Winning Trades | 43 | 19 | 24 | 43 | 19 | 24 |
Losing Trades | 63 | 34 | 29 | 63 | 34 | 29 |
Profitability (%) | 40.566 | 35.8491 | 45.283 | 40.566 | 35.8491 | 45.283 |
Ratio Avg Win / Avg Loss | 2.4885 | 3.5654 | 1.5784 | 1.5342 | 1.8109 | 1.3257 |
Largest Winning Trade | 349032 | 349032 | 73274 | 263794 | 263794 | 121984 |
Largest Losing Trade | -38884 | -38884 | -30023 | -137130 | -137130 | -80237 |
Avg Bars in Trades | 40 | 36 | 44 | 40 | 36 | 44 |
Avg Bars in Winners | 69 | 62 | 74 | 69 | 62 | 74 |
Avg Bars in Losers | 21 | 22 | 20 | 21 | 22 | 20 |
Bars Traded | 4329 | 1953 | 2375 | 4329 | 1953 | 2375 |
Profit Streak | 18.1398 | 18.1398 | 28.1398 | 18.1398 | 18.1398 | 28.1398 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 333747 | -173298 | -300797 | -318279 | -741634 | -449495 |
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{ "first_band": { "type": "ema", "factors": { "length": 61, "offset": 12 } }, "second_band": { "type": "dcm", "factors": { "length": 46, "offset": 0 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 61, "offset": 12 } }, "second_band": { "type": "dcm", "factors": { "length": 46, "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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