Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 268233.9735 | 253900.5627 | 14333.4108 | 51413.6568 | 7916.1651 | 43497.4917 |
Total P&L (%) | 268.234 | 253.9006 | 14.3334 | 51.4137 | 7.9162 | 43.4975 |
Avg Daily Profit (%) | 0.2575 | 0.2437 | 0.0138 | 0.0398 | 0.0073 | 0.0347 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -111905 | -114347 | -7336 | -384382 | -399916 | -21617 |
Profit Factor | 2.077 | 2.1636 | 1.4648 | 1.0805 | 1.0139 | 1.6403 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 28 | 12 | 16 | 28 | 12 | 16 |
Losing Trades | 33 | 18 | 15 | 33 | 18 | 15 |
Profitability (%) | 45.9016 | 40 | 51.6129 | 45.9016 | 40 | 51.6129 |
Ratio Avg Win / Avg Loss | 2.4479 | 3.2454 | 1.3732 | 1.2734 | 1.5208 | 1.5378 |
Largest Winning Trade | 328851 | 328851 | 8837 | 263274 | 263274 | 36071 |
Largest Losing Trade | -24831 | -24831 | -4664 | -111590 | -111590 | -17086 |
Avg Bars in Trades | 398 | 801 | 9 | 398 | 801 | 9 |
Avg Bars in Winners | 352 | 808 | 11 | 352 | 808 | 11 |
Avg Bars in Losers | 438 | 797 | 7 | 438 | 797 | 7 |
Bars Traded | 24338 | 24044 | 294 | 24338 | 24044 | 294 |
Profit Streak | 11.6761 | 11.6761 | 152.4677 | 11.6761 | 11.6761 | 152.4677 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -154013 | 316920 | -202252 | -439025 | -556306 | -143577 |
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{ "first_band": { "type": "ema", "factors": { "length": 111, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 57, "offset": 0 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 111, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 57, "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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