Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 325475.2086 | 85930.9839 | 239544.2248 | 605890.0054 | -96121.5963 | 702011.6017 |
Total P&L (%) | 325.4752 | 85.931 | 239.5442 | 605.89 | -96.1216 | 702.0116 |
Avg Daily Profit (%) | 0.1965 | 0.0519 | 0.1446 | 0.1181 | -0.196 | 0.1258 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -85133 | -109895 | -31853 | -357196 | -402742 | -161792 |
Profit Factor | 2.152 | 1.42 | 4.0739 | 1.5166 | 0.888 | 3.2326 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 43 | 20 | 23 | 43 | 20 | 23 |
Losing Trades | 26 | 14 | 12 | 26 | 14 | 12 |
Profitability (%) | 62.3188 | 58.8235 | 65.7143 | 62.3188 | 58.8235 | 65.7143 |
Ratio Avg Win / Avg Loss | 1.3012 | 0.994 | 2.1255 | 0.917 | 0.6216 | 1.6866 |
Largest Winning Trade | 74640 | 74640 | 57620 | 221902 | 97654 | 221902 |
Largest Losing Trade | -59505 | -59505 | -28181 | -286418 | -286418 | -144316 |
Avg Bars in Trades | 68 | 62 | 74 | 68 | 62 | 74 |
Avg Bars in Winners | 47 | 36 | 58 | 47 | 36 | 58 |
Avg Bars in Losers | 102 | 100 | 105 | 102 | 100 | 105 |
Bars Traded | 4724 | 2128 | 2596 | 4724 | 2128 | 2596 |
Profit Streak | 6.61 | 0 | 11.2767 | 6.61 | 0 | 11.2767 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -93140 | -123355 | 352930 | -138951 | -579651 | -15845 |
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{ "first_band": { "type": "dcm", "factors": { "length": 147, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 215, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 147, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 215, "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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