Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1759041.881 | 1832608.731 | -73566.8501 | -94923.0825 | 1222218.0842 | -1317141.1667 |
Total P&L (%) | 1759.0419 | 1832.6087 | -73.5669 | -94.9231 | 1222.2181 | -1317.1412 |
Avg Daily Profit (%) | 0.7595 | 0.7913 | -0.0318 | -0.1286 | 0.1115 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -233710 | -101690 | -238854 | -1529126 | -288775 | -1379143 |
Profit Factor | 2.3662 | 4.1731 | 0.8964 | 0.958 | 3.3841 | 0.2451 |
Total Trades | 176 | 88 | 88 | 176 | 88 | 88 |
Winning Trades | 81 | 36 | 45 | 81 | 36 | 45 |
Losing Trades | 95 | 52 | 43 | 95 | 52 | 43 |
Profitability (%) | 46.0227 | 40.9091 | 51.1364 | 46.0227 | 40.9091 | 51.1364 |
Ratio Avg Win / Avg Loss | 2.7751 | 6.0278 | 0.8566 | 1.1235 | 4.8881 | 0.2342 |
Largest Winning Trade | 1850577 | 1850577 | 69011 | 1455355 | 1455355 | 175761 |
Largest Losing Trade | -86136 | -42118 | -86136 | -944941 | -186013 | -944941 |
Avg Bars in Trades | 38 | 40 | 36 | 38 | 40 | 36 |
Avg Bars in Winners | 48 | 55 | 43 | 48 | 55 | 43 |
Avg Bars in Losers | 30 | 30 | 29 | 30 | 30 | 29 |
Bars Traded | 6821 | 3586 | 3234 | 6821 | 3586 | 3234 |
Profit Streak | 11.0194 | 0 | 19.686 | 11.0194 | 0 | 19.686 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 624343 | 591326 | -579478 | -579095 | -41048 | -579478 |
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{ "first_band": { "type": "ema", "factors": { "length": 81, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 58, "offset": 0 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 81, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 58, "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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