Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 369095.9791 | 259973.0446 | 109122.9346 | 147467.3109 | 109851.6525 | 37615.6584 |
Total P&L (%) | 369.096 | 259.973 | 109.1229 | 147.4673 | 109.8517 | 37.6157 |
Avg Daily Profit (%) | 0.1918 | 0.1351 | 0.0567 | 0.0471 | 0.0385 | 0.0166 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -88417 | -84426 | -93726 | -384629 | -341741 | -200011 |
Profit Factor | 1.3384 | 1.4661 | 1.2048 | 1.0563 | 1.0777 | 1.0312 |
Total Trades | 339 | 170 | 169 | 339 | 170 | 169 |
Winning Trades | 150 | 73 | 77 | 150 | 73 | 77 |
Losing Trades | 189 | 97 | 92 | 189 | 97 | 92 |
Profitability (%) | 44.2478 | 42.9412 | 45.5621 | 44.2478 | 42.9412 | 45.5621 |
Ratio Avg Win / Avg Loss | 1.6864 | 1.9481 | 1.4395 | 1.3309 | 1.432 | 1.2321 |
Largest Winning Trade | 131340 | 131340 | 46213 | 316644 | 316644 | 83426 |
Largest Losing Trade | -29705 | -22156 | -29705 | -101771 | -101771 | -86501 |
Avg Bars in Trades | 16 | 14 | 18 | 16 | 14 | 18 |
Avg Bars in Winners | 24 | 21 | 27 | 24 | 21 | 27 |
Avg Bars in Losers | 10 | 10 | 11 | 10 | 10 | 11 |
Bars Traded | 5701 | 2546 | 3155 | 5701 | 2546 | 3155 |
Profit Streak | 0 | 0 | 21.4592 | 0 | 0 | 21.4592 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 316601 | -12567 | -118249 | -288787 | -278656 | -359871 |
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{ "first_band": { "type": "ema", "factors": { "length": 28, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 14, "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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