Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1228428.7062 | 1174893.1581 | 53535.5481 | 3616935.9468 | 3748153.4632 | -131217.5164 |
Total P&L (%) | 1228.4287 | 1174.8932 | 53.5355 | 3616.9359 | 3748.1535 | -131.2175 |
Avg Daily Profit (%) | 0.6654 | 0.6364 | 0.029 | 0.196 | 0.1979 | 0 |
Buy And Hold Return (%) | 390.7192 | 390.7192 | 390.7192 | 390.7192 | 390.7192 | 390.7192 |
Max Trade Drawdown | -112600 | -62614 | -101550 | -2560060 | -1552832 | -1175045 |
Profit Factor | 3.0237 | 5.3249 | 1.1596 | 1.444 | 2.0073 | 0.9704 |
Total Trades | 113 | 57 | 56 | 113 | 57 | 56 |
Winning Trades | 52 | 27 | 25 | 52 | 27 | 25 |
Losing Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Profitability (%) | 46.0177 | 47.3684 | 44.6429 | 46.0177 | 47.3684 | 44.6429 |
Ratio Avg Win / Avg Loss | 3.547 | 5.9166 | 1.4379 | 1.6939 | 2.2303 | 1.2032 |
Largest Winning Trade | 572283 | 572283 | 77019 | 2434092 | 2434092 | 872236 |
Largest Losing Trade | -45066 | -25694 | -45066 | -832129 | -463566 | -832129 |
Avg Bars in Trades | 96 | 91 | 101 | 96 | 91 | 101 |
Avg Bars in Winners | 149 | 131 | 169 | 149 | 131 | 169 |
Avg Bars in Losers | 51 | 54 | 47 | 51 | 54 | 47 |
Bars Traded | 10907 | 5201 | 5706 | 10907 | 5201 | 5706 |
Profit Streak | 0 | 0 | 63.1429 | 0 | 0 | 63.1429 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 488149 | -164382 | -546014 | 317886 | -169244 | -760276 |
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{ "first_band": { "type": "ema", "factors": { "length": 132, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 43, "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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