Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 457049.2362 | 364267.7204 | 92781.5157 | 530597.5108 | 266046.8095 | 264550.7013 |
Total P&L (%) | 457.0492 | 364.2677 | 92.7815 | 530.5975 | 266.0468 | 264.5507 |
Avg Daily Profit (%) | 0.4265 | 0.3399 | 0.0866 | 0.172 | 0.1211 | 0.1208 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -86953 | -64929 | -40145 | -603039 | -506109 | -348237 |
Profit Factor | 2.3044 | 2.5755 | 1.7785 | 1.225 | 1.1756 | 1.3139 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 40 | 17 | 23 | 40 | 17 | 23 |
Losing Trades | 40 | 23 | 17 | 40 | 23 | 17 |
Profitability (%) | 50 | 42.5 | 57.5 | 50 | 42.5 | 57.5 |
Ratio Avg Win / Avg Loss | 2.3044 | 3.4845 | 1.3146 | 1.225 | 1.5905 | 0.9711 |
Largest Winning Trade | 343279 | 343279 | 31549 | 415521 | 415521 | 242601 |
Largest Losing Trade | -26655 | -26655 | -17744 | -182098 | -182098 | -144724 |
Avg Bars in Trades | 50 | 63 | 37 | 50 | 63 | 37 |
Avg Bars in Winners | 52 | 60 | 46 | 52 | 60 | 46 |
Avg Bars in Losers | 48 | 65 | 26 | 48 | 65 | 26 |
Bars Traded | 4055 | 2543 | 1512 | 4055 | 2543 | 1512 |
Profit Streak | 31.3085 | 31.3085 | 136.3085 | 31.3085 | 31.3085 | 136.3085 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -8833 | 409654 | -72766 | -15354 | -59892 | -30935 |
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{ "first_band": { "type": "ema", "factors": { "length": 104, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 131, "offset": 0 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 104, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 131, "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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