Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1375009.9821 | 1348698.758 | 26311.2241 | 922518.7913 | 787400.7356 | 135118.0558 |
Total P&L (%) | 1375.01 | 1348.6988 | 26.3112 | 922.5188 | 787.4007 | 135.1181 |
Avg Daily Profit (%) | 0.758 | 0.7435 | 0.0145 | 0.1282 | 0.1204 | 0.0471 |
Buy And Hold Return (%) | 608.7966 | 608.7966 | 608.7966 | 608.7966 | 608.7966 | 608.7966 |
Max Trade Drawdown | -164627 | -145011 | -74825 | -1440175 | -1233685 | -728738 |
Profit Factor | 3.4392 | 4.6852 | 1.1331 | 1.1809 | 1.2265 | 1.0832 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 33 | 15 | 18 | 33 | 15 | 18 |
Losing Trades | 30 | 16 | 14 | 30 | 16 | 14 |
Profitability (%) | 52.381 | 48.3871 | 56.25 | 52.381 | 48.3871 | 56.25 |
Ratio Avg Win / Avg Loss | 3.1266 | 4.9976 | 0.8813 | 1.0735 | 1.3083 | 0.8425 |
Largest Winning Trade | 1026846 | 1026846 | 53686 | 853395 | 853395 | 395193 |
Largest Losing Trade | -58122 | -39670 | -58122 | -660976 | -660976 | -477756 |
Avg Bars in Trades | 83 | 118 | 48 | 83 | 118 | 48 |
Avg Bars in Winners | 83 | 115 | 57 | 83 | 115 | 57 |
Avg Bars in Losers | 82 | 122 | 37 | 82 | 122 | 37 |
Bars Traded | 5246 | 3681 | 1565 | 5246 | 3681 | 1565 |
Profit Streak | 0 | 161.7855 | 0 | 0 | 161.7855 | 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 | -136471 | 529375 | -414287 | -203752 | -106788 | -425615 |
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{ "first_band": { "type": "ema", "factors": { "length": 157, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 172, "offset": 0 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 157, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 172, "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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