Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 395200.4514 | 322709.6295 | 72490.8218 | 225307.0156 | 659599.9198 | -434292.9042 |
Total P&L (%) | 395.2005 | 322.7096 | 72.4908 | 225.307 | 659.5999 | -434.2929 |
Avg Daily Profit (%) | 0.3183 | 0.26 | 0.0584 | 0.0951 | 0.1635 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -240693 | -168225 | -123766 | -2183869 | -1387329 | -1237331 |
Profit Factor | 1.2642 | 1.4165 | 1.1006 | 1.0207 | 1.122 | 0.9207 |
Total Trades | 518 | 259 | 259 | 518 | 259 | 259 |
Winning Trades | 267 | 125 | 142 | 267 | 125 | 142 |
Losing Trades | 251 | 134 | 117 | 251 | 134 | 117 |
Profitability (%) | 51.5444 | 48.2625 | 54.8263 | 51.5444 | 48.2625 | 54.8263 |
Ratio Avg Win / Avg Loss | 1.1885 | 1.5185 | 0.9068 | 0.9595 | 1.2028 | 0.7586 |
Largest Winning Trade | 174238 | 174238 | 19730 | 360106 | 360106 | 222623 |
Largest Losing Trade | -35739 | -24945 | -35739 | -357661 | -263741 | -357661 |
Avg Bars in Trades | 28 | 32 | 24 | 28 | 32 | 24 |
Avg Bars in Winners | 29 | 35 | 24 | 29 | 35 | 24 |
Avg Bars in Losers | 27 | 30 | 23 | 27 | 30 | 23 |
Bars Traded | 14792 | 8509 | 6283 | 14792 | 8509 | 6283 |
Profit Streak | 0.8381 | 3.5048 | 0 | 0.8381 | 3.5048 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 308243 | 341545 | -224809 | -265411 | -79184 | -579075 |
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{ "first_band": { "type": "ema", "factors": { "length": 62, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 74, "offset": 0 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 62, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 74, "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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