Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 151639.0834 | 72978.824 | 78660.2595 | 254630.8714 | 147189.9701 | 107440.9014 |
Total P&L (%) | 151.6391 | 72.9788 | 78.6603 | 254.6309 | 147.19 | 107.4409 |
Avg Daily Profit (%) | 0.5823 | 0.2802 | 0.3021 | 0.4873 | 0.3481 | 0.2806 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -30212 | -28190 | -24352 | -90420 | -67081 | -50641 |
Profit Factor | 1.4517 | 1.3978 | 1.5167 | 1.3827 | 1.4083 | 1.3523 |
Total Trades | 291 | 145 | 146 | 291 | 145 | 146 |
Winning Trades | 154 | 77 | 77 | 154 | 77 | 77 |
Losing Trades | 137 | 68 | 69 | 137 | 68 | 69 |
Profitability (%) | 52.921 | 53.1034 | 52.7397 | 52.921 | 53.1034 | 52.7397 |
Ratio Avg Win / Avg Loss | 1.2915 | 1.2344 | 1.3591 | 1.23 | 1.2437 | 1.2118 |
Largest Winning Trade | 23289 | 23289 | 13381 | 33661 | 33661 | 27463 |
Largest Losing Trade | -11982 | -11982 | -11317 | -35623 | -35623 | -21351 |
Avg Bars in Trades | 84 | 85 | 82 | 84 | 85 | 82 |
Avg Bars in Winners | 89 | 79 | 99 | 89 | 79 | 99 |
Avg Bars in Losers | 78 | 92 | 64 | 78 | 92 | 64 |
Bars Traded | 24475 | 12385 | 12090 | 24475 | 12385 | 12090 |
Profit Streak | 0 | 11.7763 | 0 | 0 | 11.7763 | 0 |
Trades During Streak | 0 | 7 | 0 | 0 | 7 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 446569 | 342111 | 312971 | 402142 | 365311 | 270198 |
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{ "first_band": { "type": "dcm", "factors": { "length": 241, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 133, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 241, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 133, "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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