Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1339544.6494 | 1233146.8968 | 106397.7526 | 4221217.4638 | 1153825.2902 | 3067392.1736 |
Total P&L (%) | 1339.5446 | 1233.1469 | 106.3978 | 4221.2175 | 1153.8253 | 3067.3922 |
Avg Daily Profit (%) | 0.7142 | 0.6575 | 0.0567 | 0.201 | 0.1349 | 0.1844 |
Buy And Hold Return (%) | 271.4643 | 271.4643 | 271.4643 | 271.4643 | 271.4643 | 271.4643 |
Max Trade Drawdown | -89159 | -49166 | -69404 | -3622768 | -3002666 | -2205995 |
Profit Factor | 4.8847 | 8.0393 | 1.6272 | 1.4147 | 1.1794 | 1.819 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 27 | 13 | 14 | 27 | 13 | 14 |
Losing Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Profitability (%) | 42.1875 | 40.625 | 43.75 | 42.1875 | 40.625 | 43.75 |
Ratio Avg Win / Avg Loss | 6.6939 | 11.7497 | 2.0921 | 1.9387 | 1.7237 | 2.3387 |
Largest Winning Trade | 913383 | 913383 | 62326 | 2033835 | 2033835 | 1889613 |
Largest Losing Trade | -50695 | -27045 | -50695 | -1624987 | -1624987 | -1261515 |
Avg Bars in Trades | 112 | 96 | 127 | 112 | 96 | 127 |
Avg Bars in Winners | 189 | 156 | 219 | 189 | 156 | 219 |
Avg Bars in Losers | 55 | 54 | 56 | 55 | 54 | 56 |
Bars Traded | 7171 | 3076 | 4095 | 7171 | 3076 | 4095 |
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 | -128064 | 542094 | -282326 | -136873 | -40300 | 320129 |
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{ "first_band": { "type": "dcm", "factors": { "length": 44, "offset": 118 } }, "second_band": { "type": "ema", "factors": { "length": 76, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 44, "offset": 118 } }, "second_band": { "type": "ema", "factors": { "length": 76, "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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