Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 554810.5542 | 482579.377 | 72231.1772 | 1018831.409 | 1061037.0433 | -42205.6342 |
Total P&L (%) | 554.8106 | 482.5794 | 72.2312 | 1018.8314 | 1061.037 | -42.2056 |
Avg Daily Profit (%) | 0.2807 | 0.2441 | 0.0365 | 0.1222 | 0.1241 | -0.0277 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -96865 | -49831 | -205846 | -494900 | -201476 | -851240 |
Profit Factor | 2.229 | 3.4879 | 1.2806 | 1.5092 | 2.1884 | 0.9619 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Losing Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Profitability (%) | 50 | 51.6129 | 48.3871 | 50 | 51.6129 | 48.3871 |
Ratio Avg Win / Avg Loss | 2.229 | 3.2699 | 1.3659 | 1.5092 | 2.0516 | 1.026 |
Largest Winning Trade | 146414 | 146414 | 76406 | 272884 | 272841 | 272884 |
Largest Losing Trade | -49831 | -49831 | -45675 | -201476 | -201476 | -186139 |
Avg Bars in Trades | 119 | 86 | 151 | 119 | 86 | 151 |
Avg Bars in Winners | 180 | 106 | 258 | 180 | 106 | 258 |
Avg Bars in Losers | 58 | 65 | 51 | 58 | 65 | 51 |
Bars Traded | 7387 | 2689 | 4698 | 7387 | 2689 | 4698 |
Profit Streak | 0 | 0 | 578.8336 | 0 | 0 | 578.8336 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -145530 | 534203 | -144204 | -185431 | -22571 | -579195 |
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{ "first_band": { "type": "dcm", "factors": { "length": 227, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 34, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 227, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 34, "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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