Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 903036.4246 | 936499.7824 | -33463.3578 | 4347537.6116 | 13791798.1598 | -9444260.5481 |
Total P&L (%) | 903.0364 | 936.4998 | -33.4634 | 4347.5376 | 13791.7982 | -9444.2605 |
Avg Daily Profit (%) | 0.4838 | 0.5017 | -0.0179 | 0.2035 | 0.2647 | 0 |
Buy And Hold Return (%) | 7489.0945 | 7489.0945 | 7489.0945 | 7489.0945 | 7489.0945 | 7489.0945 |
Max Trade Drawdown | -114409 | -68427 | -131542 | -11451210 | -2910155 | -12175849 |
Profit Factor | 2.7209 | 5.4872 | 0.8941 | 1.192 | 3.0169 | 0.4023 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 43 | 24 | 19 | 43 | 24 | 19 |
Losing Trades | 35 | 15 | 20 | 35 | 15 | 20 |
Profitability (%) | 55.1282 | 61.5385 | 48.7179 | 55.1282 | 61.5385 | 48.7179 |
Ratio Avg Win / Avg Loss | 2.2147 | 3.4295 | 0.9412 | 0.9703 | 1.8856 | 0.4235 |
Largest Winning Trade | 418394 | 418394 | 61938 | 4708970 | 4708970 | 1149698 |
Largest Losing Trade | -42895 | -42895 | -41213 | -4790588 | -1761304 | -4790588 |
Avg Bars in Trades | 65 | 63 | 66 | 65 | 63 | 66 |
Avg Bars in Winners | 77 | 70 | 85 | 77 | 70 | 85 |
Avg Bars in Losers | 50 | 52 | 49 | 50 | 52 | 49 |
Bars Traded | 5092 | 2482 | 2610 | 5092 | 2482 | 2610 |
Profit Streak | 0 | 230.1841 | 0 | 0 | 230.1841 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -188235 | -144902 | -581255 | -206770 | 306546 | -581255 |
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{ "first_band": { "type": "dcm", "factors": { "length": 141, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 50, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 141, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 50, "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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