Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 411492.4587 | 356748.4596 | 54743.9991 | 12816.7196 | -82249.0223 | 95065.7419 |
Total P&L (%) | 411.4925 | 356.7485 | 54.744 | 12.8167 | -82.249 | 95.0657 |
Avg Daily Profit (%) | 0.1797 | 0.1558 | 0.0239 | 0.0053 | -0.0755 | 0.0292 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -173194 | -176465 | -110666 | -337031 | -359387 | -162463 |
Profit Factor | 1.3734 | 1.5624 | 1.117 | 1.0095 | 0.9011 | 1.184 |
Total Trades | 222 | 111 | 111 | 222 | 111 | 111 |
Winning Trades | 104 | 48 | 56 | 104 | 48 | 56 |
Losing Trades | 118 | 63 | 55 | 118 | 63 | 55 |
Profitability (%) | 46.8468 | 43.2432 | 50.4505 | 46.8468 | 43.2432 | 50.4505 |
Ratio Avg Win / Avg Loss | 1.5583 | 2.0507 | 1.0971 | 1.1454 | 1.1827 | 1.1629 |
Largest Winning Trade | 169634 | 169634 | 45276 | 179694 | 179694 | 90332 |
Largest Losing Trade | -40183 | -40183 | -30025 | -141793 | -141793 | -48201 |
Avg Bars in Trades | 60 | 64 | 55 | 60 | 64 | 55 |
Avg Bars in Winners | 72 | 78 | 67 | 72 | 78 | 67 |
Avg Bars in Losers | 49 | 54 | 42 | 49 | 54 | 42 |
Bars Traded | 13376 | 7207 | 6168 | 13376 | 7207 | 6168 |
Profit Streak | 6.2247 | 0 | 79.558 | 6.2247 | 0 | 79.558 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 349938 | 257583 | -252514 | -473370 | -581997 | -170808 |
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{ "first_band": { "type": "ema", "factors": { "length": 148, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 109, "offset": 0 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 148, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 109, "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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