Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 65351.9189 | 37512.8579 | 27839.061 | 55935.9719 | 53308.9255 | 2627.0464 |
Total P&L (%) | 65.3519 | 37.5129 | 27.8391 | 55.936 | 53.3089 | 2.627 |
Avg Daily Profit (%) | 0.4705 | 0.2701 | 0.2004 | 0.3203 | 0.3081 | 0.0187 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -47399 | -10280 | -52657 | -90366 | -13855 | -106049 |
Profit Factor | 1.3615 | 1.7538 | 1.2125 | 1.194 | 1.7235 | 1.0122 |
Total Trades | 130 | 65 | 65 | 130 | 65 | 65 |
Winning Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Losing Trades | 50 | 25 | 25 | 50 | 25 | 25 |
Profitability (%) | 61.5385 | 61.5385 | 61.5385 | 61.5385 | 61.5385 | 61.5385 |
Ratio Avg Win / Avg Loss | 0.851 | 1.0961 | 0.7578 | 0.7463 | 1.0772 | 0.6327 |
Largest Winning Trade | 9851 | 6641 | 9851 | 17974 | 11733 | 17974 |
Largest Losing Trade | -30661 | -10280 | -30661 | -54426 | -13855 | -54426 |
Avg Bars in Trades | 100 | 23 | 176 | 100 | 23 | 176 |
Avg Bars in Winners | 78 | 23 | 132 | 78 | 23 | 132 |
Avg Bars in Losers | 135 | 24 | 247 | 135 | 24 | 247 |
Bars Traded | 13039 | 1536 | 11503 | 13039 | 1536 | 11503 |
Profit Streak | 140.2912 | 140.2912 | 146.8329 | 140.2912 | 140.2912 | 146.8329 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 339701 | -123126 | -128410 | -59 | -121529 | -673037 |
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{ "first_band": { "type": "dcu", "factors": { "length": 34, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 134, "offset": 0 } } }
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{ "first_band": { "type": "dcu", "factors": { "length": 34, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 134, "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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