Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 587027.8735 | 419708.1194 | 167319.7541 | 1147393.4462 | 477097.061 | 670296.3852 |
Total P&L (%) | 587.0279 | 419.7081 | 167.3198 | 1147.3934 | 477.0971 | 670.2964 |
Avg Daily Profit (%) | 0.3087 | 0.2207 | 0.088 | 0.1328 | 0.0922 | 0.1074 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -140030 | -86267 | -162347 | -904243 | -815435 | -585259 |
Profit Factor | 1.8039 | 2.1236 | 1.4691 | 1.2929 | 1.2134 | 1.3986 |
Total Trades | 131 | 66 | 65 | 131 | 66 | 65 |
Winning Trades | 64 | 37 | 27 | 64 | 37 | 27 |
Losing Trades | 67 | 29 | 38 | 67 | 29 | 38 |
Profitability (%) | 48.855 | 56.0606 | 41.5385 | 48.855 | 56.0606 | 41.5385 |
Ratio Avg Win / Avg Loss | 1.8884 | 1.6644 | 2.0676 | 1.3535 | 0.951 | 1.9684 |
Largest Winning Trade | 113069 | 113069 | 67868 | 451857 | 451857 | 393695 |
Largest Losing Trade | -70926 | -30245 | -70926 | -540870 | -540870 | -267018 |
Avg Bars in Trades | 84 | 59 | 109 | 84 | 59 | 109 |
Avg Bars in Winners | 102 | 57 | 164 | 102 | 57 | 164 |
Avg Bars in Losers | 67 | 62 | 70 | 67 | 62 | 70 |
Bars Traded | 11088 | 3958 | 7130 | 11088 | 3958 | 7130 |
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 | 442470 | -111557 | -208492 | -15356 | -195335 | -182594 |
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{ "first_band": { "type": "dcm", "factors": { "length": 173, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 39, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 173, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 39, "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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