Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 610950.8159 | 515533.388 | 95417.4279 | 1456732.011 | 1047727.1865 | 409004.8244 |
Total P&L (%) | 610.9508 | 515.5334 | 95.4174 | 1456.732 | 1047.7272 | 409.0048 |
Avg Daily Profit (%) | 0.3299 | 0.2784 | 0.0515 | 0.1484 | 0.1319 | 0.0879 |
Buy And Hold Return (%) | 103.5466 | 103.5466 | 103.5466 | 103.5466 | 103.5466 | 103.5466 |
Max Trade Drawdown | -143841 | -84821 | -111502 | -613542 | -334188 | -509021 |
Profit Factor | 1.9957 | 2.8269 | 1.2879 | 1.509 | 1.8094 | 1.2609 |
Total Trades | 116 | 58 | 58 | 116 | 58 | 58 |
Winning Trades | 58 | 28 | 30 | 58 | 28 | 30 |
Losing Trades | 58 | 30 | 28 | 58 | 30 | 28 |
Profitability (%) | 50 | 48.2759 | 51.7241 | 50 | 48.2759 | 51.7241 |
Ratio Avg Win / Avg Loss | 1.9957 | 3.0288 | 1.2021 | 1.509 | 1.9387 | 1.1769 |
Largest Winning Trade | 267338 | 267338 | 45073 | 456933 | 396775 | 456933 |
Largest Losing Trade | -50728 | -50728 | -32831 | -334188 | -334188 | -279353 |
Avg Bars in Trades | 92 | 83 | 102 | 92 | 83 | 102 |
Avg Bars in Winners | 116 | 100 | 132 | 116 | 100 | 132 |
Avg Bars in Losers | 68 | 67 | 69 | 68 | 67 | 69 |
Bars Traded | 10757 | 4832 | 5925 | 10757 | 4832 | 5925 |
Profit Streak | 95.5504 | 111.8838 | 95.5504 | 95.5504 | 111.8838 | 95.5504 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 485065 | -167411 | -469139 | 330058 | -193280 | -257272 |
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{ "first_band": { "type": "dcm", "factors": { "length": 208, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 75, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 208, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 75, "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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