Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1739218.0899 | 1721517.2912 | 17700.7988 | 679768.4811 | -427016.7191 | 1106785.2002 |
Total P&L (%) | 1739.2181 | 1721.5173 | 17.7008 | 679.7685 | -427.0167 | 1106.7852 |
Avg Daily Profit (%) | 0.9646 | 0.9548 | 0.0098 | 0.114 | 0 | 0.1382 |
Buy And Hold Return (%) | 231.0411 | 231.0411 | 231.0411 | 231.0411 | 231.0411 | 231.0411 |
Max Trade Drawdown | -153570 | -165654 | -77473 | -10895155 | -10852234 | -4138747 |
Profit Factor | 3.365 | 5.6454 | 1.0485 | 1.0247 | 0.9706 | 1.0847 |
Total Trades | 132 | 66 | 66 | 132 | 66 | 66 |
Winning Trades | 54 | 23 | 31 | 54 | 23 | 31 |
Losing Trades | 78 | 43 | 35 | 78 | 43 | 35 |
Profitability (%) | 40.9091 | 34.8485 | 46.9697 | 40.9091 | 34.8485 | 46.9697 |
Ratio Avg Win / Avg Loss | 4.8605 | 10.5545 | 1.1838 | 1.4801 | 1.8145 | 1.2247 |
Largest Winning Trade | 1025332 | 1025332 | 56369 | 7606278 | 7606278 | 3546539 |
Largest Losing Trade | -49577 | -34109 | -49577 | -4138747 | -3070254 | -4138747 |
Avg Bars in Trades | 78 | 77 | 79 | 78 | 77 | 79 |
Avg Bars in Winners | 119 | 114 | 123 | 119 | 114 | 123 |
Avg Bars in Losers | 50 | 58 | 40 | 50 | 58 | 40 |
Bars Traded | 10396 | 5144 | 5252 | 10396 | 5144 | 5252 |
Profit Streak | 16.8843 | 16.8843 | 42.3843 | 16.8843 | 16.8843 | 42.3843 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 634525 | -108210 | -637300 | -239103 | -707779 | -261616 |
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{ "first_band": { "type": "ema", "factors": { "length": 153, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 77, "offset": 0 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 153, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 77, "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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