Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1463243.7266 | 1672636.8843 | -209393.1577 | -93001.227 | 682687.2803 | -775688.5073 |
Total P&L (%) | 1463.2437 | 1672.6369 | -209.3932 | -93.0012 | 682.6873 | -775.6885 |
Avg Daily Profit (%) | 0.6607 | 0.7553 | -0.0945 | -0.12 | 0.0929 | 0 |
Buy And Hold Return (%) | 261.6408 | 261.6408 | 261.6408 | 261.6408 | 261.6408 | 261.6408 |
Max Trade Drawdown | -366758 | -217834 | -202040 | -1052749 | -334379 | -779886 |
Profit Factor | 3.1577 | 6.0854 | 0.4004 | 0.9428 | 2.4998 | 0.338 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 26 | 13 | 13 | 26 | 13 | 13 |
Losing Trades | 43 | 21 | 22 | 43 | 21 | 22 |
Profitability (%) | 37.6812 | 38.2353 | 37.1429 | 37.6812 | 38.2353 | 37.1429 |
Ratio Avg Win / Avg Loss | 5.2223 | 9.8303 | 0.6777 | 1.5593 | 4.0381 | 0.5719 |
Largest Winning Trade | 1856710 | 1856710 | 32955 | 930895 | 930895 | 212659 |
Largest Losing Trade | -54707 | -54707 | -47976 | -507187 | -124252 | -507187 |
Avg Bars in Trades | 88 | 101 | 75 | 88 | 101 | 75 |
Avg Bars in Winners | 112 | 132 | 91 | 112 | 132 | 91 |
Avg Bars in Losers | 73 | 82 | 65 | 73 | 82 | 65 |
Bars Traded | 6085 | 3460 | 2625 | 6085 | 3460 | 2625 |
Profit Streak | 0 | 98.9482 | 0 | 0 | 98.9482 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -93996 | 621831 | -585787 | -689068 | -70785 | -585787 |
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{ "first_band": { "type": "ema", "factors": { "length": 169, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 105, "offset": 0 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 169, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 105, "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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