Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 544301.8746 | 381852.6406 | 162449.234 | 1540976.6913 | 211708.7045 | 1329267.9868 |
Total P&L (%) | 544.3019 | 381.8526 | 162.4492 | 1540.9767 | 211.7087 | 1329.268 |
Avg Daily Profit (%) | 0.2948 | 0.2068 | 0.088 | 0.1517 | 0.0616 | 0.1442 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -102329 | -65508 | -102678 | -3185191 | -1858296 | -3051499 |
Profit Factor | 1.647 | 1.9745 | 1.3615 | 1.0976 | 1.03 | 1.1524 |
Total Trades | 197 | 99 | 98 | 197 | 99 | 98 |
Winning Trades | 107 | 52 | 55 | 107 | 52 | 55 |
Losing Trades | 90 | 47 | 43 | 90 | 47 | 43 |
Profitability (%) | 54.3147 | 52.5253 | 56.1224 | 54.3147 | 52.5253 | 56.1224 |
Ratio Avg Win / Avg Loss | 1.3854 | 1.7846 | 1.0645 | 0.9233 | 0.931 | 0.9009 |
Largest Winning Trade | 105684 | 105684 | 65218 | 1178439 | 645187 | 1178439 |
Largest Losing Trade | -51725 | -24112 | -51725 | -1342432 | -587030 | -1342432 |
Avg Bars in Trades | 54 | 42 | 67 | 54 | 42 | 67 |
Avg Bars in Winners | 56 | 30 | 82 | 56 | 30 | 82 |
Avg Bars in Losers | 52 | 55 | 49 | 52 | 55 | 49 |
Bars Traded | 10831 | 4204 | 6627 | 10831 | 4204 | 6627 |
Profit Streak | 29.1684 | 29.1684 | 35.3351 | 29.1684 | 29.1684 | 35.3351 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 484288 | 432272 | -73989 | -104565 | -299297 | -53730 |
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{ "first_band": { "type": "dcm", "factors": { "length": 138, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 68, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 138, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 68, "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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