Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 476969.8064 | 316422.1495 | 160547.6569 | 659368.3032 | 307290.3428 | 352077.9603 |
Total P&L (%) | 476.9698 | 316.4221 | 160.5477 | 659.3683 | 307.2903 | 352.078 |
Avg Daily Profit (%) | 0.4619 | 0.3064 | 0.1555 | 0.1965 | 0.1361 | 0.1462 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -103483 | -100476 | -74343 | -291977 | -300676 | -79948 |
Profit Factor | 1.5354 | 1.6138 | 1.4278 | 1.4799 | 1.3147 | 1.8852 |
Total Trades | 243 | 121 | 122 | 243 | 121 | 122 |
Winning Trades | 125 | 55 | 70 | 125 | 55 | 70 |
Losing Trades | 118 | 66 | 52 | 118 | 66 | 52 |
Profitability (%) | 51.4403 | 45.4545 | 57.377 | 51.4403 | 45.4545 | 57.377 |
Ratio Avg Win / Avg Loss | 1.4495 | 1.9366 | 1.0606 | 1.397 | 1.5777 | 1.4005 |
Largest Winning Trade | 187174 | 187174 | 31833 | 436513 | 436513 | 67217 |
Largest Losing Trade | -36204 | -36204 | -28586 | -219786 | -219786 | -39543 |
Avg Bars in Trades | 100 | 126 | 75 | 100 | 126 | 75 |
Avg Bars in Winners | 105 | 118 | 94 | 105 | 118 | 94 |
Avg Bars in Losers | 96 | 133 | 49 | 96 | 133 | 49 |
Bars Traded | 24505 | 15285 | 9220 | 24505 | 15285 | 9220 |
Profit Streak | 17.8463 | 17.8463 | 17.9296 | 17.8463 | 17.8463 | 17.9296 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 515376 | 365427 | 356315 | 436498 | -11509 | 230038 |
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{ "first_band": { "type": "ema", "factors": { "length": 148, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 229, "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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