Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1686868.959 | 1606597.4042 | 80271.5548 | 9021221.2086 | 11817374.2782 | -2796153.0697 |
Total P&L (%) | 1686.869 | 1606.5974 | 80.2716 | 9021.2212 | 11817.3743 | -2796.1531 |
Avg Daily Profit (%) | 0.9176 | 0.8739 | 0.0437 | 0.2458 | 0.2604 | 0 |
Buy And Hold Return (%) | 679.6853 | 679.6853 | 679.6853 | 679.6853 | 679.6853 | 679.6853 |
Max Trade Drawdown | -90441 | -58359 | -67151 | -14784050 | -9334761 | -9737154 |
Profit Factor | 2.9746 | 5.0069 | 1.1771 | 1.1584 | 1.4292 | 0.9049 |
Total Trades | 240 | 120 | 120 | 240 | 120 | 120 |
Winning Trades | 80 | 37 | 43 | 80 | 37 | 43 |
Losing Trades | 160 | 83 | 77 | 160 | 83 | 77 |
Profitability (%) | 33.3333 | 30.8333 | 35.8333 | 33.3333 | 30.8333 | 35.8333 |
Ratio Avg Win / Avg Loss | 5.9491 | 11.2318 | 2.1078 | 2.3168 | 3.206 | 1.6205 |
Largest Winning Trade | 1005195 | 1005195 | 78223 | 10496445 | 10496445 | 7049988 |
Largest Losing Trade | -26836 | -15183 | -26836 | -3174170 | -2398714 | -3174170 |
Avg Bars in Trades | 90 | 85 | 96 | 90 | 85 | 96 |
Avg Bars in Winners | 191 | 184 | 197 | 191 | 184 | 197 |
Avg Bars in Losers | 40 | 40 | 40 | 40 | 40 | 40 |
Bars Traded | 21813 | 10213 | 11600 | 21813 | 10213 | 11600 |
Profit Streak | 0 | 35.3337 | 0 | 0 | 35.3337 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 361681 | 339107 | -330757 | -41956 | 122096 | -583744 |
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{ "first_band": { "type": "ema", "factors": { "length": 159, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 20, "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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