Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 349245.3161 | 224073.0881 | 125172.228 | 49258.8365 | 60016.1945 | -10757.358 |
Total P&L (%) | 349.2453 | 224.0731 | 125.1722 | 49.2588 | 60.0162 | -10.7574 |
Avg Daily Profit (%) | 0.1833 | 0.1176 | 0.0657 | 0.021 | 0.0247 | -0.006 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -141170 | -147289 | -69830 | -565204 | -478548 | -280037 |
Profit Factor | 1.5844 | 1.6945 | 1.4552 | 1.0315 | 1.0758 | 0.986 |
Total Trades | 130 | 65 | 65 | 130 | 65 | 65 |
Winning Trades | 58 | 26 | 32 | 58 | 26 | 32 |
Losing Trades | 72 | 39 | 33 | 72 | 39 | 33 |
Profitability (%) | 44.6154 | 40 | 49.2308 | 44.6154 | 40 | 49.2308 |
Ratio Avg Win / Avg Loss | 1.9668 | 2.5417 | 1.5006 | 1.2805 | 1.6137 | 1.0169 |
Largest Winning Trade | 332435 | 332435 | 69354 | 514201 | 514201 | 187254 |
Largest Losing Trade | -44440 | -29618 | -44440 | -209296 | -125303 | -209296 |
Avg Bars in Trades | 85 | 77 | 92 | 85 | 77 | 92 |
Avg Bars in Winners | 123 | 122 | 123 | 123 | 122 | 123 |
Avg Bars in Losers | 54 | 47 | 62 | 54 | 47 | 62 |
Bars Traded | 11066 | 5038 | 6028 | 11066 | 5038 | 6028 |
Profit Streak | 0 | 0 | 89.0661 | 0 | 0 | 89.0661 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 311833 | -168597 | -234065 | -353759 | -432422 | -710130 |
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{ "first_band": { "type": "ema", "factors": { "length": 161, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 83, "offset": 0 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 161, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 83, "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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