Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 391938.3596 | 438733.3054 | -46794.9459 | -74592.7948 | 23605.1943 | -98197.9891 |
Total P&L (%) | 391.9384 | 438.7333 | -46.7949 | -74.5928 | 23.6052 | -98.198 |
Avg Daily Profit (%) | 0.1881 | 0.2106 | -0.0225 | -0.0657 | 0.0102 | -0.1926 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -262908 | -204772 | -71356 | -341801 | -246490 | -106742 |
Profit Factor | 1.658 | 1.9064 | 0.5809 | 0.8668 | 1.0544 | 0.2245 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 41 | 18 | 23 | 41 | 18 | 23 |
Losing Trades | 50 | 27 | 23 | 50 | 27 | 23 |
Profitability (%) | 45.0549 | 40 | 50 | 45.0549 | 40 | 50 |
Ratio Avg Win / Avg Loss | 2.0219 | 2.8596 | 0.5809 | 1.0571 | 1.5817 | 0.2245 |
Largest Winning Trade | 347698 | 347698 | 8508 | 274952 | 274952 | 4400 |
Largest Losing Trade | -61672 | -61672 | -20370 | -84653 | -84653 | -54767 |
Avg Bars in Trades | 262 | 521 | 9 | 262 | 521 | 9 |
Avg Bars in Winners | 241 | 534 | 12 | 241 | 534 | 12 |
Avg Bars in Losers | 280 | 513 | 7 | 280 | 513 | 7 |
Bars Traded | 23914 | 23478 | 437 | 23914 | 23478 | 437 |
Profit Streak | 70.8208 | 0 | 74.2375 | 70.8208 | 0 | 74.2375 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 343354 | 270300 | -579868 | -580233 | -347075 | -579590 |
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{ "first_band": { "type": "dcl", "factors": { "length": 45, "offset": 29 } }, "second_band": { "type": "ema", "factors": { "length": 136, "offset": 0 } } }
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{ "first_band": { "type": "dcl", "factors": { "length": 45, "offset": 29 } }, "second_band": { "type": "ema", "factors": { "length": 136, "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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