Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1777477.1673 | 1786064.9109 | -8587.7436 | 24042.9825 | -65755.5154 | 89798.4979 |
Total P&L (%) | 1777.4772 | 1786.0649 | -8.5877 | 24.043 | -65.7555 | 89.7985 |
Avg Daily Profit (%) | 0.7657 | 0.7694 | -0.0037 | 0.0093 | -0.0462 | 0.0276 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -203594 | -101519 | -183822 | -610657 | -297028 | -324295 |
Profit Factor | 3.4323 | 5.2753 | 0.9726 | 1.0177 | 0.9221 | 1.1735 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 38 | 16 | 22 | 38 | 16 | 22 |
Losing Trades | 39 | 22 | 17 | 39 | 22 | 17 |
Profitability (%) | 49.3506 | 42.1053 | 56.4103 | 49.3506 | 42.1053 | 56.4103 |
Ratio Avg Win / Avg Loss | 3.5227 | 7.2536 | 0.7515 | 1.0444 | 1.2679 | 0.9068 |
Largest Winning Trade | 1735891 | 1735891 | 60500 | 230777 | 230777 | 97752 |
Largest Losing Trade | -73954 | -73954 | -51041 | -167016 | -167016 | -127022 |
Avg Bars in Trades | 56 | 86 | 27 | 56 | 86 | 27 |
Avg Bars in Winners | 61 | 104 | 30 | 61 | 104 | 30 |
Avg Bars in Losers | 51 | 72 | 24 | 51 | 72 | 24 |
Bars Traded | 4341 | 3272 | 1069 | 4341 | 3272 | 1069 |
Profit Streak | 181.289 | 181.289 | 330.789 | 181.289 | 181.289 | 330.789 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -25682 | 677333 | -578304 | -430850 | -581197 | -184886 |
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{ "first_band": { "type": "ema", "factors": { "length": 129, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 135, "offset": 0 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 129, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 135, "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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