Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 994844.7036 | 845640.6546 | 149204.049 | 1609905.6818 | 641734.9761 | 968170.7058 |
Total P&L (%) | 994.8447 | 845.6407 | 149.204 | 1609.9057 | 641.735 | 968.1707 |
Avg Daily Profit (%) | 0.5384 | 0.4577 | 0.0808 | 0.1538 | 0.1085 | 0.1283 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -86312 | -63144 | -58161 | -3327412 | -2203958 | -2562544 |
Profit Factor | 2.71 | 3.8427 | 1.5248 | 1.1382 | 1.1047 | 1.1755 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 34 | 15 | 19 | 34 | 15 | 19 |
Losing Trades | 63 | 34 | 29 | 63 | 34 | 29 |
Profitability (%) | 35.0515 | 30.6122 | 39.5833 | 35.0515 | 30.6122 | 39.5833 |
Ratio Avg Win / Avg Loss | 5.0215 | 8.7102 | 2.3273 | 2.1091 | 2.5039 | 1.7942 |
Largest Winning Trade | 697137 | 697137 | 67446 | 2361968 | 2361968 | 1034883 |
Largest Losing Trade | -37995 | -23980 | -37995 | -1913959 | -748991 | -1913959 |
Avg Bars in Trades | 55 | 43 | 67 | 55 | 43 | 67 |
Avg Bars in Winners | 115 | 94 | 131 | 115 | 94 | 131 |
Avg Bars in Losers | 23 | 21 | 25 | 23 | 21 | 25 |
Bars Traded | 5373 | 2133 | 3240 | 5373 | 2133 | 3240 |
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 | 379651 | 350747 | -86529 | -65278 | -159430 | -51661 |
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{ "first_band": { "type": "dcm", "factors": { "length": 91, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 7, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 91, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 7, "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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