Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1254030.5799 | 1297403.5237 | -43372.9438 | -33067.2118 | -102063.2443 | 68996.0326 |
Total P&L (%) | 1254.0306 | 1297.4035 | -43.3729 | -33.0672 | -102.0632 | 68.996 |
Avg Daily Profit (%) | 0.6726 | 0.6958 | -0.0233 | -0.0215 | 0 | 0.0281 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -290495 | -241762 | -90511 | -3398143 | -3042279 | -946059 |
Profit Factor | 2.4627 | 3.4116 | 0.8642 | 0.9959 | 0.9802 | 1.0231 |
Total Trades | 168 | 84 | 84 | 168 | 84 | 84 |
Winning Trades | 68 | 30 | 38 | 68 | 30 | 38 |
Losing Trades | 100 | 54 | 46 | 100 | 54 | 46 |
Profitability (%) | 40.4762 | 35.7143 | 45.2381 | 40.4762 | 35.7143 | 45.2381 |
Ratio Avg Win / Avg Loss | 3.6216 | 6.1409 | 1.0461 | 1.4646 | 1.7643 | 1.2385 |
Largest Winning Trade | 1325795 | 1325795 | 21163 | 1920545 | 1920545 | 363621 |
Largest Losing Trade | -25324 | -25324 | -18656 | -646459 | -584996 | -646459 |
Avg Bars in Trades | 65 | 104 | 25 | 65 | 104 | 25 |
Avg Bars in Winners | 95 | 184 | 25 | 95 | 184 | 25 |
Avg Bars in Losers | 44 | 59 | 26 | 44 | 59 | 26 |
Bars Traded | 10930 | 8755 | 2175 | 10930 | 8755 | 2175 |
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 | 502070 | 464947 | -581014 | -581934 | -583885 | -352316 |
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{ "first_band": { "type": "ema", "factors": { "length": 133, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 36, "offset": 0 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 133, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 36, "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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