Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1228770.3198 | 55219.4143 | -1283989.734 | 2273934.5523 | -16230070.4106 | 18504004.9629 |
Total P&L (%) | -1228.7703 | 55.2194 | -1283.9897 | 2273.9346 | -16230.0704 | 18504.005 |
Avg Daily Profit (%) | -0.5421 | 0.0244 | -0.5665 | 0.1398 | 0 | 0.2308 |
Buy And Hold Return (%) | 341.3249 | 341.3249 | 341.3249 | 341.3249 | 341.3249 | 341.3249 |
Max Trade Drawdown | -1413971 | -109218 | -1403575 | -16025300 | -16345132 | -4153474 |
Profit Factor | 0.3496 | 1.1685 | 0.1778 | 1.0661 | 0.3471 | 2.9425 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 62 | 28 | 34 | 56 | 24 | 32 |
Losing Trades | 33 | 19 | 14 | 39 | 23 | 16 |
Profitability (%) | 65.2632 | 59.5745 | 70.8333 | 58.9474 | 51.0638 | 66.6667 |
Ratio Avg Win / Avg Loss | 0.1861 | 0.7929 | 0.0732 | 0.7425 | 0.3326 | 1.4713 |
Largest Winning Trade | 60606 | 53015 | 60606 | 19630780 | 1825918 | 19630780 |
Largest Losing Trade | -949998 | -57644 | -949998 | -5993832 | -5993832 | -2069529 |
Avg Bars in Trades | 91 | 101 | 81 | 91 | 101 | 81 |
Avg Bars in Winners | 39 | 40 | 38 | 42 | 37 | 46 |
Avg Bars in Losers | 188 | 191 | 184 | 160 | 168 | 150 |
Bars Traded | 8659 | 4758 | 3901 | 8659 | 4758 | 3901 |
Profit Streak | 14.5267 | 0 | 44.2767 | 14.5267 | 0 | 44.2767 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577677 | -361579 | -577434 | -153609 | -580558 | 562066 |
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{ "first_band": { "type": "dcm", "factors": { "length": 39, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 166, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 39, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 166, "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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