Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 304348.0055 | 300695.5438 | 3652.4616 | -50069.3094 | 88495.6861 | -138564.9955 |
Total P&L (%) | 304.348 | 300.6955 | 3.6525 | -50.0693 | 88.4957 | -138.565 |
Avg Daily Profit (%) | 0.1644 | 0.1625 | 0.002 | -0.0375 | 0.0343 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -190374 | -102194 | -137149 | -501257 | -412340 | -234838 |
Profit Factor | 1.3383 | 1.7658 | 1.0072 | 0.9666 | 1.1205 | 0.8188 |
Total Trades | 125 | 63 | 62 | 125 | 63 | 62 |
Winning Trades | 65 | 31 | 34 | 65 | 31 | 34 |
Losing Trades | 60 | 32 | 28 | 60 | 32 | 28 |
Profitability (%) | 52 | 49.2063 | 54.8387 | 52 | 49.2063 | 54.8387 |
Ratio Avg Win / Avg Loss | 1.2354 | 1.8227 | 0.8295 | 0.8922 | 1.1567 | 0.6743 |
Largest Winning Trade | 146262 | 146262 | 57008 | 300628 | 300628 | 88683 |
Largest Losing Trade | -63459 | -49639 | -63459 | -192026 | -192026 | -128603 |
Avg Bars in Trades | 28 | 19 | 37 | 28 | 19 | 37 |
Avg Bars in Winners | 31 | 16 | 44 | 31 | 16 | 44 |
Avg Bars in Losers | 25 | 22 | 27 | 25 | 22 | 27 |
Bars Traded | 3534 | 1239 | 2295 | 3534 | 1239 | 2295 |
Profit Streak | 29.7574 | 57.2574 | 0 | 29.7574 | 57.2574 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 325574 | -135501 | -723774 | -579369 | -381256 | -734331 |
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{ "first_band": { "type": "dcm", "factors": { "length": 76, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 47, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 76, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 47, "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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