Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 13160634.6214 | 13103736.4835 | 56898.138 | 27502471.3817 | 21105075.1646 | 6397396.2171 |
Total P&L (%) | 13160.6346 | 13103.7365 | 56.8981 | 27502.4714 | 21105.0752 | 6397.3962 |
Avg Daily Profit (%) | 5.8341 | 5.8088 | 0.0252 | 0.2495 | 0.2377 | 0.1852 |
Buy And Hold Return (%) | 7460.6385 | 7460.6385 | 7460.6385 | 7460.6385 | 7460.6385 | 7460.6385 |
Max Trade Drawdown | -126632 | -99336 | -46839 | -12703190 | -9672887 | -7116637 |
Profit Factor | 32.8161 | 62.3865 | 1.2842 | 1.7861 | 2.2388 | 1.3564 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 44 | 20 | 24 | 44 | 20 | 24 |
Losing Trades | 41 | 23 | 18 | 41 | 23 | 18 |
Profitability (%) | 51.7647 | 46.5116 | 57.1429 | 51.7647 | 46.5116 | 57.1429 |
Ratio Avg Win / Avg Loss | 30.5787 | 71.7445 | 0.9632 | 1.6643 | 2.5747 | 1.0173 |
Largest Winning Trade | 12908723 | 12908723 | 46258 | 13433810 | 13433810 | 9502808 |
Largest Losing Trade | -33619 | -33619 | -26698 | -4594299 | -4594299 | -4500429 |
Avg Bars in Trades | 153 | 151 | 156 | 153 | 151 | 156 |
Avg Bars in Winners | 225 | 235 | 217 | 225 | 235 | 217 |
Avg Bars in Losers | 76 | 78 | 73 | 76 | 78 | 73 |
Bars Traded | 13066 | 6511 | 6555 | 13066 | 6511 | 6555 |
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 | 592766 | 527519 | -325663 | 352898 | 289891 | -156469 |
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{ "first_band": { "type": "ema", "factors": { "length": 215, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 61, "offset": 0 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 215, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 61, "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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