Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 956346.1324 | 801398.2553 | 154947.8771 | 12671634.2449 | 18817353.7051 | -6145719.4602 |
Total P&L (%) | 956.3461 | 801.3983 | 154.9479 | 12671.6342 | 18817.3537 | -6145.7195 |
Avg Daily Profit (%) | 0.3825 | 0.3205 | 0.062 | 0.1941 | 0.2099 | 0 |
Buy And Hold Return (%) | 903.5088 | 903.5088 | 903.5088 | 903.5088 | 903.5088 | 903.5088 |
Max Trade Drawdown | -98148 | -32770 | -109254 | -9504712 | -618811 | -9680534 |
Profit Factor | 3.8947 | 7.5611 | 1.7441 | 1.8639 | 9.7056 | 0.5086 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 44 | 22 | 22 | 44 | 22 | 22 |
Losing Trades | 20 | 10 | 10 | 20 | 10 | 10 |
Profitability (%) | 68.75 | 68.75 | 68.75 | 68.75 | 68.75 | 68.75 |
Ratio Avg Win / Avg Loss | 1.7703 | 3.4369 | 0.7928 | 0.8472 | 4.4116 | 0.2312 |
Largest Winning Trade | 386545 | 386545 | 44165 | 15484698 | 15484698 | 1644415 |
Largest Losing Trade | -74441 | -32770 | -74441 | -5500361 | -618811 | -5500361 |
Avg Bars in Trades | 70 | 89 | 50 | 70 | 89 | 50 |
Avg Bars in Winners | 80 | 95 | 65 | 80 | 95 | 65 |
Avg Bars in Losers | 47 | 75 | 18 | 47 | 75 | 18 |
Bars Traded | 4482 | 2864 | 1618 | 4482 | 2864 | 1618 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -272071 | -145783 | -273034 | -132321 | 685753 | -578379 |
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{ "first_band": { "type": "ema", "factors": { "length": 54, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 228, "offset": 0 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 54, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 228, "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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