Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1382210.5222 | 1404366.3334 | -22155.8112 | -153417.9297 | 565843.6542 | -719261.5839 |
Total P&L (%) | 1382.2105 | 1404.3663 | -22.1558 | -153.4179 | 565.8437 | -719.2616 |
Avg Daily Profit (%) | 0.7587 | 0.7709 | -0.0122 | 0 | 0.1041 | 0 |
Buy And Hold Return (%) | 819.896 | 819.896 | 819.896 | 819.896 | 819.896 | 819.896 |
Max Trade Drawdown | -172875 | -155673 | -126658 | -2043065 | -683991 | -1691442 |
Profit Factor | 3.0667 | 5.1347 | 0.9327 | 0.9426 | 1.6623 | 0.6045 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 37 | 17 | 20 | 45 | 23 | 22 |
Losing Trades | 45 | 24 | 21 | 37 | 18 | 19 |
Profitability (%) | 45.122 | 41.4634 | 48.7805 | 54.878 | 56.0976 | 53.6585 |
Ratio Avg Win / Avg Loss | 3.7298 | 7.249 | 0.9793 | 0.775 | 1.3009 | 0.522 |
Largest Winning Trade | 1078679 | 1078679 | 54010 | 1078679 | 1078679 | 636612 |
Largest Losing Trade | -102256 | -39165 | -102256 | -1612115 | -345608 | -1612115 |
Avg Bars in Trades | 83 | 111 | 54 | 83 | 111 | 54 |
Avg Bars in Winners | 82 | 114 | 56 | 92 | 133 | 50 |
Avg Bars in Losers | 83 | 110 | 53 | 71 | 84 | 59 |
Bars Traded | 6830 | 4589 | 2241 | 6830 | 4589 | 2241 |
Profit Streak | 0 | 0 | 0 | 114.457 | 114.707 | 114.457 |
Trades During Streak | 0 | 0 | 0 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -985 | 314053 | -581216 | -587462 | -215119 | -578915 |
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{ "first_band": { "type": "ema", "factors": { "length": 207, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 184, "offset": 0 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 207, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 184, "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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