Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -309687.5209 | 82848.9865 | -392536.5074 | 4435392.4989 | 1024430.1711 | 3410962.3279 |
Total P&L (%) | -309.6875 | 82.849 | -392.5365 | 4435.3925 | 1024.4302 | 3410.9623 |
Avg Daily Profit (%) | -0.1713 | 0.0458 | -0.2171 | 0.2112 | 0.1339 | 0.197 |
Buy And Hold Return (%) | 169.4636 | 169.4636 | 169.4636 | 169.4636 | 169.4636 | 169.4636 |
Max Trade Drawdown | -667788 | -76150 | -653850 | -2059628 | -2059628 | -328653 |
Profit Factor | 0.6616 | 1.4165 | 0.452 | 2.351 | 1.4182 | 5.0929 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 60 | 31 | 29 | 54 | 27 | 27 |
Losing Trades | 24 | 11 | 13 | 30 | 15 | 15 |
Profitability (%) | 71.4286 | 73.8095 | 69.0476 | 64.2857 | 64.2857 | 64.2857 |
Ratio Avg Win / Avg Loss | 0.2646 | 0.5026 | 0.2026 | 1.3061 | 0.7879 | 2.8294 |
Largest Winning Trade | 26773 | 23271 | 26773 | 886645 | 539820 | 886645 |
Largest Losing Trade | -357564 | -58114 | -357564 | -2059628 | -2059628 | -310979 |
Avg Bars in Trades | 56 | 44 | 68 | 56 | 44 | 68 |
Avg Bars in Winners | 24 | 18 | 29 | 38 | 19 | 57 |
Avg Bars in Losers | 137 | 117 | 155 | 89 | 89 | 89 |
Bars Traded | 4761 | 1872 | 2889 | 4761 | 1872 | 2889 |
Profit Streak | 31.1041 | 100.7707 | 31.1041 | 31.1041 | 100.7707 | 31.1041 |
Trades During Streak | 4 | 4 | 2 | 4 | 4 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575996 | -293830 | -577265 | 552793 | -12019 | 675732 |
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{ "first_band": { "type": "dcu", "factors": { "length": 10, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 194, "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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