Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1730395.4227 | 1668828.4602 | 61566.9625 | 575596.5941 | -1491002.7073 | 2066599.3014 |
Total P&L (%) | 1730.3954 | 1668.8285 | 61.567 | 575.5966 | -1491.0027 | 2066.5993 |
Avg Daily Profit (%) | 0.9316 | 0.8984 | 0.0331 | 0.1029 | 0 | 0.1657 |
Buy And Hold Return (%) | 31.9911 | 31.9911 | 31.9911 | 31.9911 | 31.9911 | 31.9911 |
Max Trade Drawdown | -148979 | -141327 | -74819 | -6423821 | -6489080 | -2273469 |
Profit Factor | 3.8883 | 5.3882 | 1.2814 | 1.0376 | 0.8522 | 1.3966 |
Total Trades | 130 | 65 | 65 | 130 | 65 | 65 |
Winning Trades | 40 | 13 | 27 | 40 | 13 | 27 |
Losing Trades | 90 | 52 | 38 | 90 | 52 | 38 |
Profitability (%) | 30.7692 | 20 | 41.5385 | 30.7692 | 20 | 41.5385 |
Ratio Avg Win / Avg Loss | 8.7488 | 21.5526 | 1.8034 | 2.3347 | 3.4087 | 1.9656 |
Largest Winning Trade | 1626141 | 1626141 | 66043 | 3340071 | 3340071 | 2823545 |
Largest Losing Trade | -23989 | -23989 | -12926 | -1121838 | -1121838 | -538146 |
Avg Bars in Trades | 83 | 89 | 77 | 83 | 89 | 77 |
Avg Bars in Winners | 162 | 235 | 127 | 162 | 235 | 127 |
Avg Bars in Losers | 47 | 52 | 41 | 47 | 52 | 41 |
Bars Traded | 10822 | 5789 | 5033 | 10822 | 5789 | 5033 |
Profit Streak | 18.3771 | 0 | 20.5437 | 18.3771 | 0 | 20.5437 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 492791 | -162479 | -289619 | -239784 | -761810 | -125164 |
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{ "first_band": { "type": "ema", "factors": { "length": 22, "offset": 142 } }, "second_band": { "type": "dcu", "factors": { "length": 13, "offset": 0 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 22, "offset": 142 } }, "second_band": { "type": "dcu", "factors": { "length": 13, "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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