Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 464144.9023 | 320368.4281 | 143776.4743 | 107209.1185 | 270240.8863 | -163031.7679 |
Total P&L (%) | 464.1449 | 320.3684 | 143.7765 | 107.2091 | 270.2409 | -163.0318 |
Avg Daily Profit (%) | 0.2427 | 0.1675 | 0.0752 | 0.0381 | 0.0685 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -181204 | -78191 | -179182 | -401357 | -133251 | -432712 |
Profit Factor | 1.3181 | 1.4957 | 1.1769 | 1.0483 | 1.2977 | 0.8757 |
Total Trades | 357 | 179 | 178 | 357 | 179 | 178 |
Winning Trades | 205 | 102 | 103 | 205 | 102 | 103 |
Losing Trades | 152 | 77 | 75 | 152 | 77 | 75 |
Profitability (%) | 57.423 | 56.9832 | 57.8652 | 57.423 | 56.9832 | 57.8652 |
Ratio Avg Win / Avg Loss | 0.9773 | 1.1291 | 0.857 | 0.7773 | 0.9796 | 0.6377 |
Largest Winning Trade | 55175 | 46443 | 55175 | 129281 | 79216 | 129281 |
Largest Losing Trade | -71645 | -25824 | -71645 | -186863 | -50602 | -186863 |
Avg Bars in Trades | 63 | 50 | 75 | 63 | 50 | 75 |
Avg Bars in Winners | 61 | 48 | 74 | 61 | 48 | 74 |
Avg Bars in Losers | 65 | 54 | 76 | 65 | 54 | 76 |
Bars Traded | 22495 | 9099 | 13396 | 22495 | 9099 | 13396 |
Profit Streak | 55.1019 | 70.5185 | 55.1019 | 55.1019 | 70.5185 | 55.1019 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 386867 | 391627 | -118223 | -306832 | -100850 | -578819 |
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{ "first_band": { "type": "dcm", "factors": { "length": 212, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 235, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 212, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 235, "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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