Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1523272.3103 | 1398412.9526 | 124859.3578 | 7217918.5471 | 3000465.9479 | 4217452.5992 |
Total P&L (%) | 1523.2723 | 1398.413 | 124.8594 | 7217.9185 | 3000.4659 | 4217.4526 |
Avg Daily Profit (%) | 0.8123 | 0.7457 | 0.0666 | 0.2292 | 0.1833 | 0.201 |
Buy And Hold Return (%) | 249.9587 | 249.9587 | 249.9587 | 249.9587 | 249.9587 | 249.9587 |
Max Trade Drawdown | -43821 | -76302 | -34751 | -3125362 | -3757865 | -1893942 |
Profit Factor | 4.5641 | 7.0919 | 1.6311 | 1.3901 | 1.2896 | 1.5178 |
Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Winning Trades | 50 | 28 | 22 | 50 | 28 | 22 |
Losing Trades | 54 | 24 | 30 | 54 | 24 | 30 |
Profitability (%) | 48.0769 | 53.8462 | 42.3077 | 48.0769 | 53.8462 | 42.3077 |
Ratio Avg Win / Avg Loss | 4.9292 | 6.0788 | 2.2242 | 1.5013 | 1.1054 | 2.0698 |
Largest Winning Trade | 1057137 | 1057137 | 52585 | 2704667 | 2704667 | 1843666 |
Largest Losing Trade | -27111 | -27111 | -16093 | -1568352 | -1568352 | -1064191 |
Avg Bars in Trades | 103 | 97 | 109 | 103 | 97 | 109 |
Avg Bars in Winners | 148 | 121 | 182 | 148 | 121 | 182 |
Avg Bars in Losers | 62 | 68 | 56 | 62 | 68 | 56 |
Bars Traded | 10780 | 5062 | 5718 | 10780 | 5062 | 5718 |
Profit Streak | 0 | 112.1658 | 0 | 0 | 112.1658 | 0 |
Trades During Streak | 0 | 4 | 0 | 0 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 704764 | -157873 | -449769 | 344208 | -170251 | -172474 |
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{ "first_band": { "type": "ema", "factors": { "length": 226, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 110, "offset": 0 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 226, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 110, "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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