Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 797685.5591 | 699164.154 | 98521.4051 | 1243325.5079 | 114276.531 | 1129048.9769 |
Total P&L (%) | 797.6856 | 699.1642 | 98.5214 | 1243.3255 | 114.2765 | 1129.049 |
Avg Daily Profit (%) | 0.4317 | 0.3784 | 0.0533 | 0.1407 | 0.0413 | 0.1359 |
Buy And Hold Return (%) | 22.8297 | 22.8297 | 22.8297 | 22.8297 | 22.8297 | 22.8297 |
Max Trade Drawdown | -110163 | -102094 | -49796 | -3243172 | -3354757 | -1363749 |
Profit Factor | 2.1348 | 2.744 | 1.3262 | 1.0916 | 1.0142 | 1.2042 |
Total Trades | 187 | 94 | 93 | 187 | 94 | 93 |
Winning Trades | 83 | 34 | 49 | 83 | 34 | 49 |
Losing Trades | 104 | 60 | 44 | 104 | 60 | 44 |
Profitability (%) | 44.385 | 36.1702 | 52.6882 | 44.385 | 36.1702 | 52.6882 |
Ratio Avg Win / Avg Loss | 2.675 | 4.8423 | 1.1909 | 1.3678 | 1.7898 | 1.0813 |
Largest Winning Trade | 347804 | 347804 | 67842 | 1459032 | 1459032 | 1136982 |
Largest Losing Trade | -30972 | -30972 | -27069 | -721610 | -721610 | -435348 |
Avg Bars in Trades | 38 | 36 | 40 | 38 | 36 | 40 |
Avg Bars in Winners | 54 | 53 | 54 | 54 | 53 | 54 |
Avg Bars in Losers | 25 | 26 | 25 | 25 | 26 | 25 |
Bars Traded | 7176 | 3386 | 3790 | 7176 | 3386 | 3790 |
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 | 463471 | 328208 | -123367 | -125742 | -348594 | -11688 |
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{ "first_band": { "type": "ema", "factors": { "length": 73, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 38, "offset": 0 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 73, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 38, "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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