Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1248260.1258 | 1227107.3047 | 21152.8211 | 883391.7729 | 860785.8299 | 22605.943 |
Total P&L (%) | 1248.2601 | 1227.1073 | 21.1528 | 883.3918 | 860.7858 | 22.6059 |
Avg Daily Profit (%) | 0.6855 | 0.6739 | 0.0116 | 0.1256 | 0.1243 | 0.0112 |
Buy And Hold Return (%) | 648.2436 | 648.2436 | 648.2436 | 648.2436 | 648.2436 | 648.2436 |
Max Trade Drawdown | -119350 | -126237 | -89352 | -1124530 | -1010674 | -845719 |
Profit Factor | 3.197 | 4.6574 | 1.0909 | 1.1945 | 1.3066 | 1.013 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 30 | 15 | 15 | 30 | 15 | 15 |
Losing Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Profitability (%) | 42.8571 | 42.8571 | 42.8571 | 42.8571 | 42.8571 | 42.8571 |
Ratio Avg Win / Avg Loss | 4.2626 | 6.2099 | 1.4546 | 1.5926 | 1.7422 | 1.3507 |
Largest Winning Trade | 765553 | 765553 | 34273 | 765553 | 765553 | 408733 |
Largest Losing Trade | -65095 | -47406 | -65095 | -547366 | -535672 | -547366 |
Avg Bars in Trades | 73 | 99 | 47 | 73 | 99 | 47 |
Avg Bars in Winners | 81 | 116 | 45 | 81 | 116 | 45 |
Avg Bars in Losers | 67 | 85 | 49 | 67 | 85 | 49 |
Bars Traded | 5136 | 3471 | 1665 | 5136 | 3471 | 1665 |
Profit Streak | 49.9157 | 0 | 50.5824 | 49.9157 | 0 | 50.5824 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -90078 | 332702 | -465838 | -184322 | -91944 | -552079 |
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{ "first_band": { "type": "ema", "factors": { "length": 183, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 163, "offset": 0 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 183, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 163, "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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