Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1400695.2187 | 1378430.6137 | 22264.605 | 568854.3687 | 349380.3945 | 219473.9742 |
Total P&L (%) | 1400.6952 | 1378.4306 | 22.2646 | 568.8544 | 349.3804 | 219.474 |
Avg Daily Profit (%) | 0.7469 | 0.735 | 0.0119 | 0.1014 | 0.0802 | 0.062 |
Buy And Hold Return (%) | 281.246 | 281.246 | 281.246 | 281.246 | 281.246 | 281.246 |
Max Trade Drawdown | -117959 | -71123 | -88262 | -2140371 | -1375387 | -1301795 |
Profit Factor | 3.3261 | 5.1136 | 1.0834 | 1.0717 | 1.0748 | 1.0672 |
Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Winning Trades | 41 | 18 | 23 | 41 | 18 | 23 |
Losing Trades | 63 | 34 | 29 | 63 | 34 | 29 |
Profitability (%) | 39.4231 | 34.6154 | 44.2308 | 39.4231 | 34.6154 | 44.2308 |
Ratio Avg Win / Avg Loss | 5.1109 | 9.659 | 1.366 | 1.6467 | 2.0302 | 1.3456 |
Largest Winning Trade | 1188585 | 1188585 | 46111 | 1109947 | 1109947 | 408139 |
Largest Losing Trade | -40036 | -40036 | -30821 | -631518 | -631518 | -509983 |
Avg Bars in Trades | 102 | 106 | 98 | 102 | 106 | 98 |
Avg Bars in Winners | 141 | 174 | 114 | 141 | 174 | 114 |
Avg Bars in Losers | 77 | 70 | 85 | 77 | 70 | 85 |
Bars Traded | 10642 | 5536 | 5106 | 10642 | 5536 | 5106 |
Profit Streak | 28.0962 | 0 | 76.5962 | 28.0962 | 0 | 76.5962 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 519287 | -166970 | -653319 | -207812 | -499504 | -604320 |
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{ "first_band": { "type": "ema", "factors": { "length": 231, "offset": 24 } }, "second_band": { "type": "dcm", "factors": { "length": 190, "offset": 0 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 231, "offset": 24 } }, "second_band": { "type": "dcm", "factors": { "length": 190, "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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