Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 692663.8255 | 576076.5111 | 116587.3145 | 1359552.3713 | 499696.0522 | 859856.319 |
Total P&L (%) | 692.6638 | 576.0765 | 116.5873 | 1359.5524 | 499.6961 | 859.8563 |
Avg Daily Profit (%) | 0.3718 | 0.3092 | 0.0626 | 0.144 | 0.0962 | 0.1215 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -82432 | -44213 | -58464 | -989863 | -831864 | -438493 |
Profit Factor | 2.7999 | 3.9226 | 1.621 | 1.3384 | 1.2254 | 1.4775 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 26 | 12 | 14 | 26 | 12 | 14 |
Losing Trades | 47 | 24 | 23 | 47 | 24 | 23 |
Profitability (%) | 35.6164 | 33.3333 | 37.8378 | 35.6164 | 33.3333 | 37.8378 |
Ratio Avg Win / Avg Loss | 5.0613 | 7.8452 | 2.6631 | 2.4194 | 2.4508 | 2.4273 |
Largest Winning Trade | 465993 | 465993 | 59818 | 894486 | 894486 | 620899 |
Largest Losing Trade | -32900 | -32900 | -26392 | -233019 | -211880 | -233019 |
Avg Bars in Trades | 149 | 120 | 176 | 149 | 120 | 176 |
Avg Bars in Winners | 318 | 259 | 369 | 318 | 259 | 369 |
Avg Bars in Losers | 55 | 51 | 58 | 55 | 51 | 58 |
Bars Traded | 10879 | 4353 | 6526 | 10879 | 4353 | 6526 |
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 | -67020 | 341739 | -111013 | -80819 | -70278 | -32859 |
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{ "first_band": { "type": "ema", "factors": { "length": 188, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 52, "offset": 0 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 188, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 52, "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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