Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 5896.9784 | 189566.1452 | -183669.1667 | 14615953.781 | -1828345.0513 | 16444298.8323 |
Total P&L (%) | 5.897 | 189.5661 | -183.6692 | 14615.9538 | -1828.3451 | 16444.2988 |
Avg Daily Profit (%) | 0.0027 | 0.0877 | -0.085 | 0.2312 | 0 | 0.2366 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -530350 | -76471 | -544390 | -11484866 | -12311651 | -7317386 |
Profit Factor | 1.0056 | 1.7525 | 0.7702 | 1.3092 | 0.9309 | 1.7902 |
Total Trades | 158 | 79 | 79 | 158 | 79 | 79 |
Winning Trades | 99 | 50 | 49 | 95 | 49 | 46 |
Losing Trades | 59 | 29 | 30 | 63 | 30 | 33 |
Profitability (%) | 62.6582 | 63.2911 | 62.0253 | 60.1266 | 62.0253 | 58.2278 |
Ratio Avg Win / Avg Loss | 0.5993 | 1.0165 | 0.4715 | 0.8682 | 0.5699 | 1.2843 |
Largest Winning Trade | 55993 | 54325 | 55993 | 4353108 | 3238137 | 4353108 |
Largest Losing Trade | -315372 | -36915 | -315372 | -5443594 | -5264869 | -5443594 |
Avg Bars in Trades | 79 | 47 | 112 | 79 | 47 | 112 |
Avg Bars in Winners | 66 | 36 | 97 | 75 | 42 | 112 |
Avg Bars in Losers | 102 | 67 | 135 | 86 | 57 | 112 |
Bars Traded | 12639 | 3789 | 8850 | 12639 | 3789 | 8850 |
Profit Streak | 13.3538 | 13.3538 | 21.5204 | 13.3538 | 13.3538 | 21.5204 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -566999 | -98013 | -604849 | 375097 | -605295 | -13928 |
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{ "first_band": { "type": "dcu", "factors": { "length": 35, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 224, "offset": 0 } } }
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{ "first_band": { "type": "dcu", "factors": { "length": 35, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 224, "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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