Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -38502.4024 | 183348.8874 | -221851.2898 | 11637455.5265 | 3203639.8057 | 8433815.7208 |
Total P&L (%) | -38.5024 | 183.3489 | -221.8513 | 11637.4555 | 3203.6398 | 8433.8157 |
Avg Daily Profit (%) | -0.0185 | 0.088 | -0.1065 | 0.2291 | 0.1681 | 0.2137 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -530411 | -36006 | -564938 | -3563514 | -2242478 | -3777351 |
Profit Factor | 0.9652 | 1.8214 | 0.7492 | 1.5717 | 1.3753 | 1.7135 |
Total Trades | 187 | 94 | 93 | 187 | 94 | 93 |
Winning Trades | 122 | 56 | 66 | 116 | 55 | 61 |
Losing Trades | 65 | 38 | 27 | 71 | 39 | 32 |
Profitability (%) | 65.2406 | 59.5745 | 70.9677 | 62.0321 | 58.5106 | 65.5914 |
Ratio Avg Win / Avg Loss | 0.5143 | 1.236 | 0.3065 | 0.962 | 0.9752 | 0.8989 |
Largest Winning Trade | 59130 | 35875 | 59130 | 1808333 | 944891 | 1808333 |
Largest Losing Trade | -381291 | -31829 | -381291 | -2315750 | -911564 | -2315750 |
Avg Bars in Trades | 131 | 34 | 229 | 131 | 34 | 229 |
Avg Bars in Winners | 117 | 30 | 190 | 133 | 30 | 226 |
Avg Bars in Losers | 157 | 39 | 323 | 128 | 39 | 235 |
Bars Traded | 24577 | 3239 | 21338 | 24577 | 3239 | 21338 |
Profit Streak | 18.0996 | 18.0996 | 68.8496 | 18.0996 | 18.0996 | 68.8496 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576756 | -71583 | -576708 | 430877 | 288228 | 431910 |
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{ "first_band": { "type": "dcu", "factors": { "length": 60, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 221, "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) |
---|