Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 177052.8881 | 108948.7174 | 68104.1707 | 264729.4571 | 177775.7838 | 86953.6733 |
Total P&L (%) | 177.0529 | 108.9487 | 68.1042 | 264.7295 | 177.7758 | 86.9537 |
Avg Daily Profit (%) | 0.6648 | 0.4091 | 0.2557 | 0.4871 | 0.3844 | 0.2352 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -36287 | -31602 | -39199 | -96568 | -60956 | -103341 |
Profit Factor | 1.6513 | 1.774 | 1.5196 | 1.5324 | 1.6626 | 1.3798 |
Total Trades | 180 | 90 | 90 | 180 | 90 | 90 |
Winning Trades | 76 | 35 | 41 | 76 | 35 | 41 |
Losing Trades | 104 | 55 | 49 | 104 | 55 | 49 |
Profitability (%) | 42.2222 | 38.8889 | 45.5556 | 42.2222 | 38.8889 | 45.5556 |
Ratio Avg Win / Avg Loss | 2.2597 | 2.7878 | 1.8161 | 2.097 | 2.6127 | 1.649 |
Largest Winning Trade | 65073 | 65073 | 31810 | 117072 | 117072 | 85824 |
Largest Losing Trade | -12115 | -8579 | -12115 | -35269 | -34260 | -35269 |
Avg Bars in Trades | 69 | 72 | 67 | 69 | 72 | 67 |
Avg Bars in Winners | 101 | 91 | 110 | 101 | 91 | 110 |
Avg Bars in Losers | 46 | 59 | 30 | 46 | 59 | 30 |
Bars Traded | 12550 | 6494 | 6056 | 12550 | 6494 | 6056 |
Profit Streak | 257.9316 | 0 | 288.0566 | 257.9316 | 0 | 288.0566 |
Trades During Streak | 1 | 0 | 5 | 1 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 426674 | 243394 | 305293 | 353542 | 228043 | 272786 |
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{ "first_band": { "type": "ema", "factors": { "length": 152, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 82, "offset": 0 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 152, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 82, "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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