Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2318182.7429 | 2259390.4101 | 58792.3327 | 410710.9949 | 3503017.4917 | -3092306.4969 |
Total P&L (%) | 2318.1827 | 2259.3904 | 58.7923 | 410.711 | 3503.0175 | -3092.3065 |
Avg Daily Profit (%) | 1.0011 | 0.9757 | 0.0254 | 0.0704 | 0.1549 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -188627 | -136127 | -205322 | -5702761 | -2495505 | -3911094 |
Profit Factor | 3.6866 | 5.9375 | 1.1451 | 1.0366 | 1.6954 | 0.5003 |
Total Trades | 109 | 55 | 54 | 109 | 55 | 54 |
Winning Trades | 38 | 15 | 23 | 38 | 15 | 23 |
Losing Trades | 71 | 40 | 31 | 71 | 40 | 31 |
Profitability (%) | 34.8624 | 27.2727 | 42.5926 | 34.8624 | 27.2727 | 42.5926 |
Ratio Avg Win / Avg Loss | 6.8881 | 15.8333 | 1.5434 | 1.9368 | 4.5211 | 0.6744 |
Largest Winning Trade | 1948007 | 1948007 | 78232 | 5644272 | 5644272 | 1112905 |
Largest Losing Trade | -59792 | -41285 | -59792 | -2001245 | -1050895 | -2001245 |
Avg Bars in Trades | 81 | 70 | 93 | 81 | 70 | 93 |
Avg Bars in Winners | 157 | 155 | 159 | 157 | 155 | 159 |
Avg Bars in Losers | 40 | 38 | 44 | 40 | 38 | 44 |
Bars Traded | 8912 | 3874 | 5038 | 8912 | 3874 | 5038 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 524706 | -178330 | -402477 | -283656 | -189266 | -763714 |
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{ "first_band": { "type": "ema", "factors": { "length": 133, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 42, "offset": 0 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 133, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 42, "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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