Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 129904.4098 | 60580.2005 | 69324.2093 | 136210.977 | 63567.0893 | 72643.8877 |
Total P&L (%) | 129.9044 | 60.5802 | 69.3242 | 136.211 | 63.5671 | 72.6439 |
Avg Daily Profit (%) | 0.4988 | 0.2326 | 0.2662 | 0.3306 | 0.1891 | 0.2099 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -57737 | -48787 | -27694 | -66580 | -51724 | -37551 |
Profit Factor | 1.3182 | 1.2702 | 1.3765 | 1.2525 | 1.2201 | 1.2899 |
Total Trades | 231 | 116 | 115 | 231 | 116 | 115 |
Winning Trades | 100 | 48 | 52 | 100 | 48 | 52 |
Losing Trades | 131 | 68 | 63 | 131 | 68 | 63 |
Profitability (%) | 43.29 | 41.3793 | 45.2174 | 43.29 | 41.3793 | 45.2174 |
Ratio Avg Win / Avg Loss | 1.7268 | 1.7995 | 1.6677 | 1.6408 | 1.7285 | 1.5628 |
Largest Winning Trade | 49105 | 49105 | 21935 | 70011 | 70011 | 40538 |
Largest Losing Trade | -11000 | -11000 | -10173 | -28047 | -16533 | -28047 |
Avg Bars in Trades | 106 | 98 | 114 | 106 | 98 | 114 |
Avg Bars in Winners | 141 | 117 | 163 | 141 | 117 | 163 |
Avg Bars in Losers | 79 | 85 | 73 | 79 | 85 | 73 |
Bars Traded | 24607 | 11474 | 13133 | 24607 | 11474 | 13133 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 312660 | 118480 | 226819 | 246466 | 101238 | 192071 |
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{ "first_band": { "type": "dcm", "factors": { "length": 200, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 56, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 200, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 56, "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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