Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 509414.0051 | 361715.2561 | 147698.7489 | 234670.9308 | 356671.4634 | -122000.5326 |
Total P&L (%) | 509.414 | 361.7153 | 147.6987 | 234.6709 | 356.6715 | -122.0005 |
Avg Daily Profit (%) | 0.2662 | 0.189 | 0.0772 | 0.0631 | 0.0794 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -198771 | -83303 | -171484 | -1556300 | -591592 | -1171712 |
Profit Factor | 1.3497 | 1.5923 | 1.1746 | 1.0436 | 1.1565 | 0.9606 |
Total Trades | 325 | 163 | 162 | 325 | 163 | 162 |
Winning Trades | 189 | 98 | 91 | 189 | 98 | 91 |
Losing Trades | 136 | 65 | 71 | 136 | 65 | 71 |
Profitability (%) | 58.1538 | 60.1227 | 56.1728 | 58.1538 | 60.1227 | 56.1728 |
Ratio Avg Win / Avg Loss | 0.9712 | 1.0561 | 0.9164 | 0.751 | 0.767 | 0.7495 |
Largest Winning Trade | 55175 | 44228 | 55175 | 514515 | 233972 | 514515 |
Largest Losing Trade | -64901 | -37806 | -64901 | -818710 | -286606 | -818710 |
Avg Bars in Trades | 69 | 53 | 85 | 69 | 53 | 85 |
Avg Bars in Winners | 62 | 48 | 76 | 62 | 48 | 76 |
Avg Bars in Losers | 79 | 61 | 96 | 79 | 61 | 96 |
Bars Traded | 22556 | 8744 | 13811 | 22556 | 8744 | 13811 |
Profit Streak | 55.453 | 71.3696 | 55.453 | 55.453 | 71.3696 | 55.453 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 413410 | 431109 | -118420 | -278636 | -134446 | -579122 |
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{ "first_band": { "type": "dcm", "factors": { "length": 224, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 233, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 224, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 233, "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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