Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 431889.0799 | 448784.9434 | -16895.8634 | 44739.5891 | 1280244.6823 | -1235505.0931 |
Total P&L (%) | 431.8891 | 448.7849 | -16.8959 | 44.7396 | 1280.2447 | -1235.5051 |
Avg Daily Profit (%) | 0.2337 | 0.2429 | -0.0091 | 0.02 | 0.1422 | 0 |
Buy And Hold Return (%) | 41.309 | 41.309 | 41.309 | 41.309 | 41.309 | 41.309 |
Max Trade Drawdown | -202008 | -153978 | -120483 | -2705674 | -1673628 | -2150830 |
Profit Factor | 1.4168 | 1.8539 | 0.9669 | 1.0058 | 1.3213 | 0.6738 |
Total Trades | 203 | 101 | 102 | 203 | 101 | 102 |
Winning Trades | 96 | 46 | 50 | 96 | 46 | 50 |
Losing Trades | 107 | 55 | 52 | 107 | 55 | 52 |
Profitability (%) | 47.2906 | 45.5446 | 49.0196 | 47.2906 | 45.5446 | 49.0196 |
Ratio Avg Win / Avg Loss | 1.5791 | 2.2166 | 1.0056 | 1.121 | 1.5798 | 0.7007 |
Largest Winning Trade | 191589 | 191589 | 32572 | 1064081 | 1064081 | 548022 |
Largest Losing Trade | -68363 | -68363 | -38821 | -1401183 | -1401183 | -635109 |
Avg Bars in Trades | 52 | 68 | 36 | 52 | 68 | 36 |
Avg Bars in Winners | 61 | 84 | 39 | 61 | 84 | 39 |
Avg Bars in Losers | 44 | 54 | 34 | 44 | 54 | 34 |
Bars Traded | 10645 | 6891 | 3754 | 10645 | 6891 | 3754 |
Profit Streak | 80.5265 | 88.6932 | 80.5265 | 80.5265 | 88.6932 | 80.5265 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 408021 | 390606 | -578407 | -518740 | -2169 | -580074 |
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{ "first_band": { "type": "ema", "factors": { "length": 143, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 180, "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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