Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1081746.7215 | 1111377.1648 | -29630.4433 | 252300.9288 | 391557.3206 | -139256.3919 |
Total P&L (%) | 1081.7467 | 1111.3772 | -29.6304 | 252.3009 | 391.5573 | -139.2564 |
Avg Daily Profit (%) | 0.5934 | 0.6096 | -0.0163 | 0.0691 | 0.0874 | 0 |
Buy And Hold Return (%) | 676.2911 | 676.2911 | 676.2911 | 676.2911 | 676.2911 | 676.2911 |
Max Trade Drawdown | -159651 | -149094 | -89289 | -812239 | -816978 | -415350 |
Profit Factor | 2.7729 | 4.1372 | 0.8842 | 1.0898 | 1.2218 | 0.8668 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Losing Trades | 36 | 17 | 19 | 36 | 17 | 19 |
Profitability (%) | 50 | 52.7778 | 47.2222 | 50 | 52.7778 | 47.2222 |
Ratio Avg Win / Avg Loss | 2.7729 | 3.7017 | 0.9882 | 1.0898 | 1.0932 | 0.9688 |
Largest Winning Trade | 680347 | 680347 | 32041 | 680347 | 680347 | 159616 |
Largest Losing Trade | -60238 | -47127 | -60238 | -271682 | -271682 | -264464 |
Avg Bars in Trades | 47 | 63 | 32 | 47 | 63 | 32 |
Avg Bars in Winners | 55 | 69 | 39 | 55 | 69 | 39 |
Avg Bars in Losers | 39 | 55 | 25 | 39 | 55 | 25 |
Bars Traded | 3421 | 2268 | 1153 | 3421 | 2268 | 1153 |
Profit Streak | 51.6542 | 0 | 52.6542 | 51.6542 | 0 | 52.6542 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -76080 | 352532 | -581297 | -471439 | -242101 | -581297 |
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{ "first_band": { "type": "ema", "factors": { "length": 128, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 107, "offset": 0 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 128, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 107, "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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