Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2323482.0591 | 2259039.1025 | 64442.9566 | 1120170.9613 | 4088576.9439 | -2968405.9826 |
Total P&L (%) | 2323.4821 | 2259.0391 | 64.443 | 1120.171 | 4088.5769 | -2968.406 |
Avg Daily Profit (%) | 1.2333 | 1.1991 | 0.0342 | 0.1329 | 0.1984 | 0 |
Buy And Hold Return (%) | 322.4993 | 322.4993 | 322.4993 | 322.4993 | 322.4993 | 322.4993 |
Max Trade Drawdown | -187162 | -179410 | -95199 | -10263301 | -8431574 | -4908146 |
Profit Factor | 5.531 | 7.958 | 1.3425 | 1.0701 | 1.4052 | 0.4959 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 30 | 12 | 18 | 30 | 12 | 18 |
Losing Trades | 30 | 18 | 12 | 30 | 18 | 12 |
Profitability (%) | 50 | 40 | 60 | 50 | 40 | 60 |
Ratio Avg Win / Avg Loss | 5.531 | 11.937 | 0.895 | 1.0701 | 2.1079 | 0.3306 |
Largest Winning Trade | 1955139 | 1955139 | 35616 | 8755678 | 8755678 | 932539 |
Largest Losing Trade | -66734 | -66734 | -54168 | -6120770 | -6120770 | -2544924 |
Avg Bars in Trades | 58 | 92 | 24 | 58 | 92 | 24 |
Avg Bars in Winners | 72 | 140 | 27 | 72 | 140 | 27 |
Avg Bars in Losers | 44 | 61 | 19 | 44 | 61 | 19 |
Bars Traded | 3512 | 2789 | 723 | 3512 | 2789 | 723 |
Profit Streak | 0 | 0 | 150.3509 | 0 | 0 | 150.3509 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -151773 | 651753 | -311391 | -334831 | 213341 | -577869 |
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{ "first_band": { "type": "ema", "factors": { "length": 91, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 118, "offset": 0 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 91, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 118, "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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