Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1493632.9113 | 1491197.0646 | 2435.8466 | 706999.0414 | 384422.3608 | 322576.6806 |
Total P&L (%) | 1493.6329 | 1491.1971 | 2.4358 | 706.999 | 384.4224 | 322.5767 |
Avg Daily Profit (%) | 0.8235 | 0.8222 | 0.0013 | 0.1152 | 0.087 | 0.0795 |
Buy And Hold Return (%) | 599.3799 | 599.3799 | 599.3799 | 599.3799 | 599.3799 | 599.3799 |
Max Trade Drawdown | -114812 | -126393 | -86573 | -2420346 | -2582975 | -1242795 |
Profit Factor | 3.1522 | 5.0102 | 1.0076 | 1.0659 | 1.06 | 1.0746 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 44 | 19 | 25 | 44 | 19 | 25 |
Losing Trades | 54 | 30 | 24 | 54 | 30 | 24 |
Profitability (%) | 44.898 | 38.7755 | 51.0204 | 44.898 | 38.7755 | 51.0204 |
Ratio Avg Win / Avg Loss | 3.8686 | 7.9109 | 0.9673 | 1.3082 | 1.6737 | 1.0317 |
Largest Winning Trade | 1105420 | 1105420 | 49911 | 1195926 | 1195926 | 601642 |
Largest Losing Trade | -50732 | -46124 | -50732 | -1335153 | -1335153 | -636485 |
Avg Bars in Trades | 69 | 90 | 48 | 69 | 90 | 48 |
Avg Bars in Winners | 73 | 102 | 51 | 73 | 102 | 51 |
Avg Bars in Losers | 66 | 83 | 46 | 66 | 83 | 46 |
Bars Traded | 6823 | 4428 | 2395 | 6823 | 4428 | 2395 |
Profit Streak | 0 | 43.2395 | 0 | 0 | 43.2395 | 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 | 499605 | 490869 | -570441 | -298470 | -399672 | -390784 |
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{ "first_band": { "type": "ema", "factors": { "length": 226, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 185, "offset": 0 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 226, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 185, "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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