Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1394018.5515 | 1363407.7944 | 30610.7571 | 1845046.4902 | 2701308.7424 | -856262.2522 |
Total P&L (%) | 1394.0186 | 1363.4078 | 30.6108 | 1845.0465 | 2701.3087 | -856.2623 |
Avg Daily Profit (%) | 0.7634 | 0.7466 | 0.0168 | 0.1627 | 0.1827 | 0 |
Buy And Hold Return (%) | 699.5979 | 699.5979 | 699.5979 | 699.5979 | 699.5979 | 699.5979 |
Max Trade Drawdown | -97181 | -66929 | -94271 | -3162897 | -1645947 | -1900636 |
Profit Factor | 2.6297 | 4.4117 | 1.0672 | 1.161 | 1.5407 | 0.8676 |
Total Trades | 242 | 121 | 121 | 242 | 121 | 121 |
Winning Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Losing Trades | 146 | 73 | 73 | 146 | 73 | 73 |
Profitability (%) | 39.6694 | 39.6694 | 39.6694 | 39.6694 | 39.6694 | 39.6694 |
Ratio Avg Win / Avg Loss | 3.9993 | 6.7094 | 1.623 | 1.7656 | 2.3432 | 1.3194 |
Largest Winning Trade | 886264 | 886264 | 73298 | 2556748 | 2556748 | 1081530 |
Largest Losing Trade | -49034 | -20429 | -49034 | -645260 | -372839 | -645260 |
Avg Bars in Trades | 88 | 85 | 91 | 88 | 85 | 91 |
Avg Bars in Winners | 146 | 137 | 155 | 146 | 137 | 155 |
Avg Bars in Losers | 50 | 51 | 50 | 50 | 51 | 50 |
Bars Traded | 21467 | 10358 | 11109 | 21467 | 10358 | 11109 |
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 | 294447 | 309354 | -486019 | -40813 | 142558 | -583361 |
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{ "first_band": { "type": "ema", "factors": { "length": 160, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 76, "offset": 0 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 160, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 76, "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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