Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 210690.8661 | 146387.675 | 64303.1911 | 283809.3483 | 105921.6714 | 177887.677 |
Total P&L (%) | 210.6909 | 146.3877 | 64.3032 | 283.8093 | 105.9217 | 177.8877 |
Avg Daily Profit (%) | 0.3651 | 0.2537 | 0.1114 | 0.2333 | 0.1252 | 0.1773 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -58057 | -41190 | -36915 | -192740 | -196596 | -28057 |
Profit Factor | 1.5825 | 1.6644 | 1.4549 | 1.4833 | 1.2439 | 2.164 |
Total Trades | 165 | 82 | 83 | 165 | 82 | 83 |
Winning Trades | 106 | 52 | 54 | 106 | 52 | 54 |
Losing Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Profitability (%) | 64.2424 | 63.4146 | 65.0602 | 64.2424 | 63.4146 | 65.0602 |
Ratio Avg Win / Avg Loss | 0.8808 | 0.9602 | 0.7813 | 0.8256 | 0.7176 | 1.1621 |
Largest Winning Trade | 37765 | 37765 | 22609 | 118823 | 118823 | 52336 |
Largest Losing Trade | -41190 | -41190 | -25191 | -174765 | -174765 | -27510 |
Avg Bars in Trades | 78 | 132 | 24 | 78 | 132 | 24 |
Avg Bars in Winners | 41 | 59 | 23 | 41 | 59 | 23 |
Avg Bars in Losers | 144 | 260 | 25 | 144 | 260 | 25 |
Bars Traded | 12896 | 10890 | 2007 | 12896 | 10890 | 2007 |
Profit Streak | 509.7171 | 509.7171 | 562.8837 | 509.7171 | 509.7171 | 562.8837 |
Trades During Streak | 5 | 2 | 8 | 5 | 2 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 463203 | 236984 | -42046 | 400845 | -29607 | 490910 |
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{ "first_band": { "type": "dcl", "factors": { "length": 24, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 160, "offset": 0 } } }
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{ "first_band": { "type": "dcl", "factors": { "length": 24, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 160, "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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