Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 274642.5526 | 198290.6103 | 76351.9424 | 500246.1303 | 426067.1036 | 74179.0267 |
Total P&L (%) | 274.6426 | 198.2906 | 76.3519 | 500.2461 | 426.0671 | 74.179 |
Avg Daily Profit (%) | 0.2637 | 0.1904 | 0.0733 | 0.1722 | 0.1595 | 0.0533 |
Buy And Hold Return (%) | 31.4821 | 31.4821 | 31.4821 | 31.4821 | 31.4821 | 31.4821 |
Max Trade Drawdown | -83607 | -53379 | -71246 | -652543 | -475342 | -539078 |
Profit Factor | 1.3906 | 1.5654 | 1.2167 | 1.1458 | 1.2414 | 1.0445 |
Total Trades | 321 | 161 | 160 | 321 | 161 | 160 |
Winning Trades | 153 | 78 | 75 | 153 | 78 | 75 |
Losing Trades | 168 | 83 | 85 | 168 | 83 | 85 |
Profitability (%) | 47.6636 | 48.4472 | 46.875 | 47.6636 | 48.4472 | 46.875 |
Ratio Avg Win / Avg Loss | 1.527 | 1.6657 | 1.3789 | 1.2581 | 1.321 | 1.1838 |
Largest Winning Trade | 52403 | 52403 | 38000 | 220008 | 220008 | 182894 |
Largest Losing Trade | -18108 | -17346 | -18108 | -181158 | -155498 | -181158 |
Avg Bars in Trades | 76 | 85 | 68 | 76 | 85 | 68 |
Avg Bars in Winners | 96 | 104 | 88 | 96 | 104 | 88 |
Avg Bars in Losers | 58 | 67 | 50 | 58 | 67 | 50 |
Bars Traded | 24652 | 13767 | 10885 | 24652 | 13767 | 10885 |
Profit Streak | 13.735 | 13.735 | 23.7767 | 13.735 | 13.735 | 23.7767 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 423403 | 366173 | -99454 | -50522 | 262245 | -297743 |
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{ "first_band": { "type": "ema", "factors": { "length": 234, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 217, "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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