Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 739178.265 | 684080.1781 | 55098.0868 | 1035852.6891 | 1154140.6114 | -118287.9223 |
Total P&L (%) | 739.1783 | 684.0802 | 55.0981 | 1035.8527 | 1154.1406 | -118.2879 |
Avg Daily Profit (%) | 0.3548 | 0.3284 | 0.0264 | 0.1167 | 0.1215 | 0 |
Buy And Hold Return (%) | 92.1409 | 92.1409 | 92.1409 | 92.1409 | 92.1409 | 92.1409 |
Max Trade Drawdown | -112448 | -59465 | -144175 | -2635555 | -1410895 | -1724144 |
Profit Factor | 1.7795 | 2.7022 | 1.1008 | 1.0932 | 1.2355 | 0.981 |
Total Trades | 165 | 83 | 82 | 165 | 83 | 82 |
Winning Trades | 70 | 38 | 32 | 70 | 38 | 32 |
Losing Trades | 95 | 45 | 50 | 95 | 45 | 50 |
Profitability (%) | 42.4242 | 45.7831 | 39.0244 | 42.4242 | 45.7831 | 39.0244 |
Ratio Avg Win / Avg Loss | 2.415 | 3.2 | 1.7201 | 1.4837 | 1.4631 | 1.5327 |
Largest Winning Trade | 227792 | 227792 | 66195 | 1944658 | 1944658 | 717993 |
Largest Losing Trade | -33469 | -24545 | -33469 | -615081 | -570125 | -615081 |
Avg Bars in Trades | 149 | 118 | 180 | 149 | 118 | 180 |
Avg Bars in Winners | 238 | 183 | 303 | 238 | 183 | 303 |
Avg Bars in Losers | 83 | 63 | 102 | 83 | 63 | 102 |
Bars Traded | 24657 | 9836 | 14821 | 24657 | 9836 | 14821 |
Profit Streak | 0 | 0 | 37.7706 | 0 | 0 | 37.7706 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 383538 | 443463 | -439996 | -156835 | -32714 | -586181 |
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{ "first_band": { "type": "dcm", "factors": { "length": 211, "offset": 40 } }, "second_band": { "type": "ema", "factors": { "length": 155, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 211, "offset": 40 } }, "second_band": { "type": "ema", "factors": { "length": 155, "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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