Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 13571261.5524 | 13662963.489 | -91701.9366 | 1029155.9857 | 1482548.6545 | -453392.6688 |
Total P&L (%) | 13571.2616 | 13662.9635 | -91.7019 | 1029.156 | 1482.5487 | -453.3927 |
Avg Daily Profit (%) | 6.0037 | 6.0442 | -0.0406 | 0.1073 | 0.1222 | 0 |
Buy And Hold Return (%) | 8835.0854 | 8835.0854 | 8835.0854 | 8835.0854 | 8835.0854 | 8835.0854 |
Max Trade Drawdown | -238136 | -173259 | -117626 | -9954065 | -8372183 | -3332926 |
Profit Factor | 22.9396 | 38.5436 | 0.6399 | 1.0627 | 1.1315 | 0.9118 |
Total Trades | 116 | 58 | 58 | 116 | 58 | 58 |
Winning Trades | 49 | 23 | 26 | 49 | 23 | 26 |
Losing Trades | 67 | 35 | 32 | 67 | 35 | 32 |
Profitability (%) | 42.2414 | 39.6552 | 44.8276 | 42.2414 | 39.6552 | 44.8276 |
Ratio Avg Win / Avg Loss | 31.3664 | 58.6533 | 0.7876 | 1.4531 | 1.7219 | 1.1222 |
Largest Winning Trade | 13666134 | 13666134 | 30454 | 8951566 | 8951566 | 1516773 |
Largest Losing Trade | -38340 | -38340 | -27453 | -2293300 | -2293300 | -1137858 |
Avg Bars in Trades | 109 | 117 | 102 | 109 | 117 | 102 |
Avg Bars in Winners | 174 | 199 | 151 | 174 | 199 | 151 |
Avg Bars in Losers | 62 | 63 | 62 | 62 | 63 | 62 |
Bars Traded | 12734 | 6814 | 5920 | 12734 | 6814 | 5920 |
Profit Streak | 0 | 91.0428 | 0 | 0 | 91.0428 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 424115 | -169237 | -762844 | -369377 | -453733 | -761178 |
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{ "first_band": { "type": "ema", "factors": { "length": 197, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 99, "offset": 0 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 197, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 99, "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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