Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 935813.1598 | 1035126.151 | -99312.9912 | -94349.8483 | 520891.7153 | -615241.5636 |
Total P&L (%) | 935.8132 | 1035.1262 | -99.313 | -94.3498 | 520.8917 | -615.2416 |
Avg Daily Profit (%) | 0.3914 | 0.433 | -0.0415 | -0.1201 | 0.0764 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -236853 | -137903 | -199695 | -1105635 | -518117 | -657028 |
Profit Factor | 1.9249 | 3.1051 | 0.809 | 0.9366 | 1.7412 | 0.2164 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 28 | 14 | 14 | 28 | 14 | 14 |
Losing Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Profitability (%) | 30.7692 | 30.4348 | 31.1111 | 30.7692 | 30.4348 | 31.1111 |
Ratio Avg Win / Avg Loss | 4.331 | 7.0974 | 1.7914 | 2.1073 | 3.98 | 0.4791 |
Largest Winning Trade | 898506 | 898506 | 71740 | 999990 | 999990 | 41572 |
Largest Losing Trade | -78388 | -64215 | -78388 | -270276 | -270276 | -236756 |
Avg Bars in Trades | 76 | 62 | 90 | 76 | 62 | 90 |
Avg Bars in Winners | 165 | 124 | 207 | 165 | 124 | 207 |
Avg Bars in Losers | 36 | 35 | 38 | 36 | 35 | 38 |
Bars Traded | 6949 | 2862 | 4087 | 6949 | 2862 | 4087 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 219364 | 303366 | -585279 | -585236 | -94745 | -588057 |
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{ "first_band": { "type": "ema", "factors": { "length": 151, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 28, "offset": 0 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 151, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 28, "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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