Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 352960.9913 | 333029.7584 | 19931.2329 | 33516.5576 | 171769.2779 | -138252.7203 |
Total P&L (%) | 352.961 | 333.0298 | 19.9312 | 33.5166 | 171.7693 | -138.2527 |
Avg Daily Profit (%) | 0.1695 | 0.1599 | 0.0096 | 0.0139 | 0.048 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -132307 | -121745 | -173972 | -231148 | -133282 | -196269 |
Profit Factor | 1.24 | 1.4273 | 1.0288 | 1.0191 | 1.1952 | 0.8424 |
Total Trades | 371 | 186 | 185 | 371 | 186 | 185 |
Winning Trades | 187 | 92 | 95 | 187 | 92 | 95 |
Losing Trades | 184 | 94 | 90 | 184 | 94 | 90 |
Profitability (%) | 50.4043 | 49.4624 | 51.3514 | 50.4043 | 49.4624 | 51.3514 |
Ratio Avg Win / Avg Loss | 1.2202 | 1.4583 | 0.9747 | 1.0027 | 1.2212 | 0.798 |
Largest Winning Trade | 82166 | 82166 | 50597 | 84446 | 84446 | 57758 |
Largest Losing Trade | -52698 | -33860 | -52698 | -154737 | -52459 | -154737 |
Avg Bars in Trades | 66 | 57 | 75 | 66 | 57 | 75 |
Avg Bars in Winners | 61 | 47 | 74 | 61 | 47 | 74 |
Avg Bars in Losers | 71 | 67 | 75 | 71 | 67 | 75 |
Bars Traded | 24698 | 10774 | 13924 | 24698 | 10774 | 13924 |
Profit Streak | 13.4172 | 13.4172 | 15.9172 | 13.4172 | 13.4172 | 15.9172 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 365337 | 322303 | -375788 | -373569 | -133765 | -579119 |
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{ "first_band": { "type": "dcm", "factors": { "length": 186, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 93, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 186, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 93, "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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