Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 640259.5777 | 591440.8477 | 48818.7301 | 451479.0394 | 1557126.0703 | -1105647.0309 |
Total P&L (%) | 640.2596 | 591.4408 | 48.8187 | 451.479 | 1557.1261 | -1105.647 |
Avg Daily Profit (%) | 0.3537 | 0.3268 | 0.027 | 0.0944 | 0.1552 | 0 |
Buy And Hold Return (%) | 133.47 | 133.47 | 133.47 | 133.47 | 133.47 | 133.47 |
Max Trade Drawdown | -169093 | -64378 | -109897 | -1646267 | -704908 | -1363940 |
Profit Factor | 2.2662 | 3.9518 | 1.1599 | 1.1109 | 1.9649 | 0.5501 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Losing Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Profitability (%) | 54.4118 | 55.8824 | 52.9412 | 54.4118 | 55.8824 | 52.9412 |
Ratio Avg Win / Avg Loss | 1.8987 | 3.1199 | 1.031 | 0.9307 | 1.5513 | 0.489 |
Largest Winning Trade | 291792 | 291792 | 67979 | 853549 | 853549 | 184556 |
Largest Losing Trade | -78468 | -35531 | -78468 | -739509 | -431586 | -739509 |
Avg Bars in Trades | 77 | 63 | 91 | 77 | 63 | 91 |
Avg Bars in Winners | 93 | 59 | 129 | 93 | 59 | 129 |
Avg Bars in Losers | 58 | 69 | 48 | 58 | 69 | 48 |
Bars Traded | 5283 | 2172 | 3111 | 5283 | 2172 | 3111 |
Profit Streak | 10.3841 | 39.3841 | 10.3841 | 10.3841 | 39.3841 | 10.3841 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -99676 | 561633 | -366226 | -281782 | 456481 | -579759 |
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{ "first_band": { "type": "dcm", "factors": { "length": 123, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 31, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 123, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 31, "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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