Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1013091.1314 | 1063710.003 | -50618.8716 | -84847.1301 | -21752.259 | -63094.8712 |
Total P&L (%) | 1013.0911 | 1063.71 | -50.6189 | -84.8471 | -21.7523 | -63.0949 |
Avg Daily Profit (%) | 0.4245 | 0.4457 | -0.0212 | -0.079 | -0.0103 | -0.0418 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -180546 | -164631 | -120822 | -357340 | -297618 | -147180 |
Profit Factor | 2.2607 | 3.1406 | 0.835 | 0.8874 | 0.9579 | 0.7337 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Losing Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Profitability (%) | 47.7612 | 48.4848 | 47.0588 | 47.7612 | 48.4848 | 47.0588 |
Ratio Avg Win / Avg Loss | 2.4726 | 3.3369 | 0.9393 | 0.9706 | 1.0178 | 0.8254 |
Largest Winning Trade | 981662 | 981662 | 53481 | 244727 | 244727 | 63977 |
Largest Losing Trade | -70824 | -70824 | -42074 | -199177 | -199177 | -116329 |
Avg Bars in Trades | 101 | 169 | 35 | 101 | 169 | 35 |
Avg Bars in Winners | 76 | 111 | 41 | 76 | 111 | 41 |
Avg Bars in Losers | 124 | 223 | 30 | 124 | 223 | 30 |
Bars Traded | 6800 | 5580 | 1220 | 6800 | 5580 | 1220 |
Profit Streak | 67.6764 | 0 | 317.0097 | 67.6764 | 0 | 317.0097 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -107330 | 558900 | -580972 | -702367 | -579725 | -580972 |
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{ "first_band": { "type": "ema", "factors": { "length": 152, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 203, "offset": 0 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 152, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 203, "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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