Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 866540.8021 | 817802.1629 | 48738.6391 | 1591242.7746 | 2274996.2463 | -683753.4717 |
Total P&L (%) | 866.5408 | 817.8022 | 48.7386 | 1591.2428 | 2274.9962 | -683.7535 |
Avg Daily Profit (%) | 0.4761 | 0.4493 | 0.0268 | 0.1555 | 0.1742 | 0 |
Buy And Hold Return (%) | 704.7274 | 704.7274 | 704.7274 | 704.7274 | 704.7274 | 704.7274 |
Max Trade Drawdown | -161845 | -109788 | -119382 | -1989284 | -1035611 | -2044814 |
Profit Factor | 2.4584 | 3.7553 | 1.1639 | 1.2307 | 1.6908 | 0.8103 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 45 | 23 | 22 | 45 | 23 | 22 |
Losing Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Profitability (%) | 52.9412 | 54.7619 | 51.1628 | 52.9412 | 54.7619 | 51.1628 |
Ratio Avg Win / Avg Loss | 2.1853 | 3.1022 | 1.111 | 1.0939 | 1.3967 | 0.7735 |
Largest Winning Trade | 371082 | 371082 | 56347 | 1453243 | 1453243 | 703919 |
Largest Losing Trade | -52922 | -52922 | -51348 | -793987 | -651439 | -793987 |
Avg Bars in Trades | 61 | 87 | 36 | 61 | 87 | 36 |
Avg Bars in Winners | 65 | 89 | 40 | 65 | 89 | 40 |
Avg Bars in Losers | 57 | 84 | 32 | 57 | 84 | 32 |
Bars Traded | 5236 | 3668 | 1568 | 5236 | 3668 | 1568 |
Profit Streak | 0 | 170.0213 | 0 | 0 | 170.0213 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -78652 | -97180 | -362899 | 99244 | 310670 | -580576 |
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{ "first_band": { "type": "ema", "factors": { "length": 140, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 165, "offset": 0 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 140, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 165, "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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