Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 866530.6186 | 848537.8377 | 17992.7809 | 184139.7194 | 245730.3116 | -61590.5922 |
Total P&L (%) | 866.5306 | 848.5378 | 17.9928 | 184.1397 | 245.7303 | -61.5906 |
Avg Daily Profit (%) | 0.4725 | 0.4627 | 0.0098 | 0.057 | 0.0677 | -0.0522 |
Buy And Hold Return (%) | 263.5512 | 263.5512 | 263.5512 | 263.5512 | 263.5512 | 263.5512 |
Max Trade Drawdown | -226172 | -166608 | -59564 | -1056681 | -753571 | -303109 |
Profit Factor | 3.2265 | 4.1663 | 1.1485 | 1.1227 | 1.2314 | 0.8597 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 30 | 14 | 16 | 30 | 14 | 16 |
Losing Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Profitability (%) | 46.875 | 43.75 | 50 | 46.875 | 43.75 | 50 |
Ratio Avg Win / Avg Loss | 3.6567 | 5.3566 | 1.1485 | 1.2724 | 1.5833 | 0.8597 |
Largest Winning Trade | 876583 | 876583 | 36828 | 876583 | 876583 | 148600 |
Largest Losing Trade | -50996 | -50996 | -21037 | -365653 | -365653 | -163431 |
Avg Bars in Trades | 50 | 89 | 12 | 50 | 89 | 12 |
Avg Bars in Winners | 58 | 111 | 11 | 58 | 111 | 11 |
Avg Bars in Losers | 44 | 72 | 13 | 44 | 72 | 13 |
Bars Traded | 3257 | 2856 | 401 | 3257 | 2856 | 401 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -131036 | 435150 | -402473 | -512903 | -270056 | -580532 |
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{ "first_band": { "type": "ema", "factors": { "length": 91, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 30, "offset": 0 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 91, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 30, "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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