Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 302751.1518 | 28714.8549 | 274036.2969 | 855721.6319 | 265365.6671 | 590355.9649 |
Total P&L (%) | 302.7512 | 28.7149 | 274.0363 | 855.7216 | 265.3657 | 590.356 |
Avg Daily Profit (%) | 0.1981 | 0.0188 | 0.1793 | 0.1478 | 0.0848 | 0.1265 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -46685 | -45091 | -35448 | -639171 | -276463 | -510322 |
Profit Factor | 2.3057 | 1.2274 | 3.5959 | 1.4455 | 1.307 | 1.5588 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 34 | 14 | 20 | 34 | 14 | 20 |
Losing Trades | 31 | 19 | 12 | 31 | 19 | 12 |
Profitability (%) | 52.3077 | 42.4242 | 62.5 | 52.3077 | 42.4242 | 62.5 |
Ratio Avg Win / Avg Loss | 2.1023 | 1.6657 | 2.1575 | 1.3179 | 1.7738 | 0.9353 |
Largest Winning Trade | 45423 | 39749 | 45423 | 247101 | 247101 | 223219 |
Largest Losing Trade | -25242 | -25242 | -23916 | -381434 | -270061 | -381434 |
Avg Bars in Trades | 63 | 56 | 71 | 63 | 56 | 71 |
Avg Bars in Winners | 73 | 78 | 69 | 73 | 78 | 69 |
Avg Bars in Losers | 53 | 40 | 75 | 53 | 40 | 75 |
Bars Traded | 4156 | 1862 | 2294 | 4156 | 1862 | 2294 |
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 | -123705 | -173200 | 568709 | -130042 | -81450 | -22143 |
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{ "first_band": { "type": "dcm", "factors": { "length": 176, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 215, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 176, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 215, "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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