Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 381408.4237 | 308688.232 | 72720.1917 | 116767.9665 | 525337.049 | -408569.0826 |
Total P&L (%) | 381.4084 | 308.6882 | 72.7202 | 116.768 | 525.337 | -408.5691 |
Avg Daily Profit (%) | 0.2154 | 0.1744 | 0.0411 | 0.0437 | 0.1036 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -132195 | -103653 | -84516 | -1087054 | -534436 | -999642 |
Profit Factor | 1.4498 | 1.685 | 1.1831 | 1.0236 | 1.2074 | 0.8313 |
Total Trades | 170 | 85 | 85 | 170 | 85 | 85 |
Winning Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Losing Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Profitability (%) | 46.4706 | 45.8824 | 47.0588 | 46.4706 | 45.8824 | 47.0588 |
Ratio Avg Win / Avg Loss | 1.6701 | 1.9874 | 1.3309 | 1.179 | 1.4241 | 0.9352 |
Largest Winning Trade | 139236 | 139236 | 39534 | 432514 | 432514 | 190512 |
Largest Losing Trade | -45450 | -45450 | -39314 | -501746 | -306531 | -501746 |
Avg Bars in Trades | 59 | 80 | 38 | 59 | 80 | 38 |
Avg Bars in Winners | 68 | 89 | 48 | 68 | 89 | 48 |
Avg Bars in Losers | 51 | 72 | 30 | 51 | 72 | 30 |
Bars Traded | 10131 | 6834 | 3297 | 10131 | 6834 | 3297 |
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 | 337737 | 311985 | -158668 | -329612 | -56666 | -582248 |
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{ "first_band": { "type": "ema", "factors": { "length": 153, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 175, "offset": 0 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 153, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 175, "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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