Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1361178.2085 | 1432343.6548 | -71165.4462 | -27047.8131 | 163860.007 | -190907.8202 |
Total P&L (%) | 1361.1782 | 1432.3437 | -71.1654 | -27.0478 | 163.86 | -190.9078 |
Avg Daily Profit (%) | 0.6037 | 0.6352 | -0.0316 | -0.014 | 0.043 | 0 |
Buy And Hold Return (%) | 116.2037 | 116.2037 | 116.2037 | 116.2037 | 116.2037 | 116.2037 |
Max Trade Drawdown | -227463 | -182108 | -81607 | -1055976 | -796336 | -283302 |
Profit Factor | 2.7311 | 3.2703 | 0.5421 | 0.9849 | 1.1147 | 0.4705 |
Total Trades | 131 | 65 | 66 | 131 | 65 | 66 |
Winning Trades | 57 | 25 | 32 | 57 | 25 | 32 |
Losing Trades | 74 | 40 | 34 | 74 | 40 | 34 |
Profitability (%) | 43.5115 | 38.4615 | 48.4848 | 43.5115 | 38.4615 | 48.4848 |
Ratio Avg Win / Avg Loss | 3.5456 | 5.2325 | 0.576 | 1.2786 | 1.7835 | 0.4999 |
Largest Winning Trade | 1223071 | 1223071 | 14503 | 702124 | 702124 | 83536 |
Largest Losing Trade | -52448 | -52448 | -25167 | -272201 | -272201 | -127744 |
Avg Bars in Trades | 100 | 198 | 3 | 100 | 198 | 3 |
Avg Bars in Winners | 137 | 308 | 2 | 137 | 308 | 2 |
Avg Bars in Losers | 71 | 129 | 3 | 71 | 129 | 3 |
Bars Traded | 13107 | 12902 | 205 | 13107 | 12902 | 205 |
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 | 522823 | -118435 | -705269 | -581287 | -403314 | -705269 |
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{ "first_band": { "type": "ema", "factors": { "length": 29, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 14, "offset": 0 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 29, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 14, "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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