Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 334888.7572 | 258190.204 | 76698.5533 | 236092.6186 | 18406.6682 | 217685.9505 |
Total P&L (%) | 334.8888 | 258.1902 | 76.6986 | 236.0926 | 18.4067 | 217.686 |
Avg Daily Profit (%) | 0.2765 | 0.2131 | 0.0633 | 0.1001 | 0.0139 | 0.0955 |
Buy And Hold Return (%) | 51.1207 | 51.1207 | 51.1207 | 51.1207 | 51.1207 | 51.1207 |
Max Trade Drawdown | -68560 | -73820 | -69877 | -327560 | -441605 | -127572 |
Profit Factor | 1.7628 | 1.9418 | 1.4651 | 1.2013 | 1.0206 | 1.7811 |
Total Trades | 111 | 55 | 56 | 111 | 55 | 56 |
Winning Trades | 78 | 35 | 43 | 78 | 35 | 43 |
Losing Trades | 33 | 20 | 13 | 33 | 20 | 13 |
Profitability (%) | 70.2703 | 63.6364 | 76.7857 | 70.2703 | 63.6364 | 76.7857 |
Ratio Avg Win / Avg Loss | 0.7458 | 1.1096 | 0.4429 | 0.5083 | 0.5832 | 0.5385 |
Largest Winning Trade | 71514 | 71514 | 14790 | 152795 | 152795 | 37892 |
Largest Losing Trade | -68560 | -59051 | -68560 | -321495 | -321495 | -125542 |
Avg Bars in Trades | 125 | 208 | 43 | 125 | 208 | 43 |
Avg Bars in Winners | 71 | 115 | 35 | 71 | 115 | 35 |
Avg Bars in Losers | 252 | 370 | 72 | 252 | 370 | 72 |
Bars Traded | 13909 | 11459 | 2450 | 13909 | 11459 | 2450 |
Profit Streak | 60.1587 | 60.242 | 60.1587 | 60.1587 | 60.242 | 60.1587 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 479078 | -167884 | -294365 | -58399 | -716422 | -242096 |
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{ "first_band": { "type": "dcl", "factors": { "length": 32, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 205, "offset": 0 } } }
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{ "first_band": { "type": "dcl", "factors": { "length": 32, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 205, "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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