Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 983712.4344 | 1030661.5084 | -46949.074 | -60028.624 | 302320.3716 | -362348.9955 |
Total P&L (%) | 983.7124 | 1030.6615 | -46.9491 | -60.0286 | 302.3204 | -362.349 |
Avg Daily Profit (%) | 0.5457 | 0.5718 | -0.026 | -0.0509 | 0.0773 | 0 |
Buy And Hold Return (%) | 199.4571 | 199.4571 | 199.4571 | 199.4571 | 199.4571 | 199.4571 |
Max Trade Drawdown | -157249 | -171664 | -201635 | -217680 | -217597 | -417088 |
Profit Factor | 2.3428 | 3.5377 | 0.8562 | 0.9259 | 1.9296 | 0.2519 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 36 | 17 | 19 | 36 | 17 | 19 |
Losing Trades | 25 | 14 | 11 | 25 | 14 | 11 |
Profitability (%) | 59.0164 | 54.8387 | 63.3333 | 59.0164 | 54.8387 | 63.3333 |
Ratio Avg Win / Avg Loss | 1.6269 | 2.9134 | 0.4957 | 0.643 | 1.5891 | 0.1458 |
Largest Winning Trade | 813929 | 813929 | 44591 | 211759 | 211759 | 24845 |
Largest Losing Trade | -76850 | -67222 | -76850 | -182733 | -76966 | -182733 |
Avg Bars in Trades | 56 | 86 | 26 | 56 | 86 | 26 |
Avg Bars in Winners | 46 | 66 | 28 | 46 | 66 | 28 |
Avg Bars in Losers | 72 | 111 | 22 | 72 | 111 | 22 |
Bars Traded | 3476 | 2691 | 785 | 3476 | 2691 | 785 |
Profit Streak | 0 | 0 | 419.3193 | 0 | 0 | 419.3193 |
Trades During Streak | 0 | 0 | 5 | 0 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -150770 | 622928 | -577442 | -745608 | -95658 | -577442 |
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{ "first_band": { "type": "ema", "factors": { "length": 65, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 113, "offset": 0 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 65, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 113, "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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