Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 318951.531 | 216072.0749 | 102879.4561 | -33261.9704 | 46713.3503 | -79975.3207 |
Total P&L (%) | 318.9515 | 216.0721 | 102.8795 | -33.262 | 46.7134 | -79.9753 |
Avg Daily Profit (%) | 0.1901 | 0.1288 | 0.0613 | -0.0241 | 0.0228 | -0.0958 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -108286 | -90410 | -110344 | -73566 | -31700 | -75940 |
Profit Factor | 1.2844 | 1.4419 | 1.1626 | 0.9334 | 1.2451 | 0.7411 |
Total Trades | 301 | 151 | 150 | 301 | 151 | 150 |
Winning Trades | 176 | 84 | 92 | 176 | 84 | 92 |
Losing Trades | 125 | 67 | 58 | 125 | 67 | 58 |
Profitability (%) | 58.4718 | 55.6291 | 61.3333 | 58.4718 | 55.6291 | 61.3333 |
Ratio Avg Win / Avg Loss | 0.9122 | 1.1501 | 0.733 | 0.6629 | 0.9931 | 0.4672 |
Largest Winning Trade | 81569 | 81569 | 39062 | 50472 | 50472 | 15987 |
Largest Losing Trade | -83355 | -26628 | -83355 | -68936 | -31085 | -68936 |
Avg Bars in Trades | 65 | 52 | 79 | 65 | 52 | 79 |
Avg Bars in Winners | 63 | 46 | 79 | 63 | 46 | 79 |
Avg Bars in Losers | 69 | 60 | 79 | 69 | 60 | 79 |
Bars Traded | 19833 | 7966 | 11867 | 19833 | 7966 | 11867 |
Profit Streak | 7.3138 | 38.2304 | 0 | 7.3138 | 38.2304 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 331601 | -17776 | -152653 | -577424 | -163493 | -579078 |
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{ "first_band": { "type": "dcm", "factors": { "length": 220, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 206, "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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