Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 613174.9351 | 619405.429 | -6230.4939 | 125620.0175 | 147321.8567 | -21701.8391 |
Total P&L (%) | 613.1749 | 619.4054 | -6.2305 | 125.62 | 147.3219 | -21.7018 |
Avg Daily Profit (%) | 0.3322 | 0.3356 | -0.0034 | 0.0441 | 0.0491 | -0.0133 |
Buy And Hold Return (%) | 194.2331 | 194.2331 | 194.2331 | 194.2331 | 194.2331 | 194.2331 |
Max Trade Drawdown | -145623 | -69656 | -129709 | -374638 | -285023 | -347831 |
Profit Factor | 1.6009 | 2.4876 | 0.9897 | 1.059 | 1.1539 | 0.9815 |
Total Trades | 167 | 84 | 83 | 167 | 84 | 83 |
Winning Trades | 80 | 41 | 39 | 80 | 41 | 39 |
Losing Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Profitability (%) | 47.9042 | 48.8095 | 46.988 | 47.9042 | 48.8095 | 46.988 |
Ratio Avg Win / Avg Loss | 1.7409 | 2.609 | 1.1166 | 1.1516 | 1.2101 | 1.1073 |
Largest Winning Trade | 275959 | 275959 | 68728 | 196633 | 185497 | 196633 |
Largest Losing Trade | -57403 | -33749 | -57403 | -196673 | -125806 | -196673 |
Avg Bars in Trades | 129 | 119 | 140 | 129 | 119 | 140 |
Avg Bars in Winners | 178 | 151 | 207 | 178 | 151 | 207 |
Avg Bars in Losers | 84 | 88 | 81 | 84 | 88 | 81 |
Bars Traded | 21683 | 10031 | 11652 | 21683 | 10031 | 11652 |
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 | 334281 | 367277 | -580614 | -455418 | -345240 | -580614 |
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{ "first_band": { "type": "dcm", "factors": { "length": 250, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 86, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 250, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 86, "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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