Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 301103.3388 | 98544.9476 | 202558.3912 | 201290.6168 | 228910.2819 | -27619.6651 |
Total P&L (%) | 301.1033 | 98.5449 | 202.5584 | 201.2906 | 228.9103 | -27.6197 |
Avg Daily Profit (%) | 0.2037 | 0.0667 | 0.137 | 0.0746 | 0.0806 | -0.0219 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -107908 | -77249 | -84611 | -482025 | -215624 | -494282 |
Profit Factor | 1.5984 | 1.4681 | 1.692 | 1.1281 | 1.4074 | 0.9727 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 49 | 25 | 24 | 49 | 25 | 24 |
Losing Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Profitability (%) | 55.6818 | 56.8182 | 54.5455 | 55.6818 | 56.8182 | 54.5455 |
Ratio Avg Win / Avg Loss | 1.2722 | 1.1158 | 1.41 | 0.8979 | 1.0697 | 0.8105 |
Largest Winning Trade | 69237 | 29987 | 69237 | 123520 | 110541 | 123520 |
Largest Losing Trade | -60092 | -31994 | -60092 | -348510 | -106634 | -348510 |
Avg Bars in Trades | 46 | 28 | 65 | 46 | 28 | 65 |
Avg Bars in Winners | 52 | 26 | 79 | 52 | 26 | 79 |
Avg Bars in Losers | 39 | 31 | 48 | 39 | 31 | 48 |
Bars Traded | 4135 | 1256 | 2879 | 4135 | 1256 | 2879 |
Profit Streak | 123.8857 | 123.8857 | 126.8857 | 123.8857 | 123.8857 | 126.8857 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 413634 | -101029 | -6806 | -172684 | -82853 | -579563 |
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{ "first_band": { "type": "dcm", "factors": { "length": 113, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 97, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 113, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 97, "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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