Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 815838.1632 | 736517.8762 | 79320.287 | 4600087.9424 | 4060649.88 | 539438.0624 |
Total P&L (%) | 815.8382 | 736.5179 | 79.3203 | 4600.0879 | 4060.6499 | 539.4381 |
Avg Daily Profit (%) | 0.3262 | 0.2945 | 0.0317 | 0.1541 | 0.1492 | 0.0742 |
Buy And Hold Return (%) | 863.8866 | 863.8866 | 863.8866 | 863.8866 | 863.8866 | 863.8866 |
Max Trade Drawdown | -110580 | -90284 | -65683 | -1160292 | -589253 | -571038 |
Profit Factor | 2.9233 | 4.1816 | 1.4116 | 3.1949 | 4.6317 | 1.5517 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 45 | 24 | 21 | 45 | 24 | 21 |
Losing Trades | 27 | 12 | 15 | 27 | 12 | 15 |
Profitability (%) | 62.5 | 66.6667 | 58.3333 | 62.5 | 66.6667 | 58.3333 |
Ratio Avg Win / Avg Loss | 1.754 | 2.0908 | 1.0083 | 1.9169 | 2.3158 | 1.1084 |
Largest Winning Trade | 355658 | 355658 | 47024 | 1776049 | 1776049 | 440991 |
Largest Losing Trade | -51128 | -43368 | -51128 | -450649 | -450649 | -275200 |
Avg Bars in Trades | 64 | 89 | 39 | 64 | 89 | 39 |
Avg Bars in Winners | 81 | 97 | 61 | 81 | 97 | 61 |
Avg Bars in Losers | 36 | 71 | 8 | 36 | 71 | 8 |
Bars Traded | 4639 | 3210 | 1429 | 4639 | 3210 | 1429 |
Profit Streak | 424.685 | 436.185 | 424.685 | 424.685 | 436.185 | 424.685 |
Trades During Streak | 7 | 4 | 3 | 7 | 4 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -231546 | -146222 | -313114 | -67832 | 574566 | -255174 |
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{ "first_band": { "type": "ema", "factors": { "length": 89, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 146, "offset": 0 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 89, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 146, "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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