Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 426884.3115 | 370421.386 | 56462.9255 | 592063.1442 | 462548.1491 | 129514.995 |
Total P&L (%) | 426.8843 | 370.4214 | 56.4629 | 592.0631 | 462.5481 | 129.515 |
Avg Daily Profit (%) | 0.2049 | 0.1778 | 0.0271 | 0.0929 | 0.0829 | 0.0399 |
Buy And Hold Return (%) | 64.66 | 64.66 | 64.66 | 64.66 | 64.66 | 64.66 |
Max Trade Drawdown | -106292 | -81627 | -104173 | -464905 | -303900 | -342923 |
Profit Factor | 1.3799 | 1.6365 | 1.1042 | 1.128 | 1.1866 | 1.0603 |
Total Trades | 421 | 210 | 211 | 421 | 210 | 211 |
Winning Trades | 186 | 96 | 90 | 186 | 96 | 90 |
Losing Trades | 235 | 114 | 121 | 235 | 114 | 121 |
Profitability (%) | 44.1805 | 45.7143 | 42.654 | 44.1805 | 45.7143 | 42.654 |
Ratio Avg Win / Avg Loss | 1.7434 | 1.9434 | 1.4845 | 1.4251 | 1.4091 | 1.4255 |
Largest Winning Trade | 91451 | 91451 | 33979 | 250928 | 250928 | 145324 |
Largest Losing Trade | -23363 | -23363 | -22088 | -168311 | -142158 | -168311 |
Avg Bars in Trades | 58 | 61 | 56 | 58 | 61 | 56 |
Avg Bars in Winners | 76 | 72 | 81 | 76 | 72 | 81 |
Avg Bars in Losers | 44 | 51 | 37 | 44 | 51 | 37 |
Bars Traded | 24751 | 12867 | 11884 | 24751 | 12867 | 11884 |
Profit Streak | 0 | 18.4344 | 0 | 0 | 18.4344 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 324649 | 346519 | -430656 | -148366 | -97568 | -303006 |
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{ "first_band": { "type": "ema", "factors": { "length": 145, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 112, "offset": 0 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 145, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 112, "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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