Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 410146.1548 | 352074.1111 | 58072.0437 | 41253.0881 | 24514.0643 | 16739.0238 |
Total P&L (%) | 410.1462 | 352.0741 | 58.072 | 41.2531 | 24.5141 | 16.739 |
Avg Daily Profit (%) | 0.169 | 0.1451 | 0.0239 | 0.0142 | 0.009 | 0.0064 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -141141 | -110315 | -193119 | -293625 | -271274 | -139216 |
Profit Factor | 1.3633 | 1.5685 | 1.1139 | 1.0276 | 1.0285 | 1.0265 |
Total Trades | 226 | 113 | 113 | 226 | 113 | 113 |
Winning Trades | 110 | 56 | 54 | 110 | 56 | 54 |
Losing Trades | 116 | 57 | 59 | 116 | 57 | 59 |
Profitability (%) | 48.6726 | 49.5575 | 47.7876 | 48.6726 | 49.5575 | 47.7876 |
Ratio Avg Win / Avg Loss | 1.4377 | 1.5965 | 1.2171 | 1.0837 | 1.0468 | 1.1215 |
Largest Winning Trade | 102326 | 102326 | 49796 | 184505 | 184505 | 71587 |
Largest Losing Trade | -49684 | -49684 | -34029 | -82230 | -68551 | -82230 |
Avg Bars in Trades | 42 | 50 | 33 | 42 | 50 | 33 |
Avg Bars in Winners | 47 | 49 | 45 | 47 | 49 | 45 |
Avg Bars in Losers | 37 | 52 | 23 | 37 | 52 | 23 |
Bars Traded | 9577 | 5750 | 3827 | 9577 | 5750 | 3827 |
Profit Streak | 0 | 0 | 44.1413 | 0 | 0 | 44.1413 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 305761 | 108911 | -257007 | -365419 | -374276 | -384911 |
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{ "first_band": { "type": "ema", "factors": { "length": 120, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 105, "offset": 0 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 120, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 105, "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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