Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 433656.1683 | 251286.5389 | 182369.6294 | 1396014.572 | 49945.9158 | 1346068.6562 |
Total P&L (%) | 433.6562 | 251.2865 | 182.3696 | 1396.0146 | 49.9459 | 1346.0687 |
Avg Daily Profit (%) | 0.4263 | 0.247 | 0.1793 | 0.2663 | 0.0398 | 0.2629 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -74284 | -103937 | -23630 | -1690352 | -1862242 | -507127 |
Profit Factor | 1.8771 | 1.6695 | 2.5311 | 1.2414 | 1.0111 | 2.0369 |
Total Trades | 175 | 87 | 88 | 175 | 87 | 88 |
Winning Trades | 114 | 54 | 60 | 114 | 54 | 60 |
Losing Trades | 61 | 33 | 28 | 61 | 33 | 28 |
Profitability (%) | 65.1429 | 62.069 | 68.1818 | 65.1429 | 62.069 | 68.1818 |
Ratio Avg Win / Avg Loss | 1.0044 | 1.0203 | 1.1812 | 0.6643 | 0.6179 | 0.9505 |
Largest Winning Trade | 91599 | 91599 | 19924 | 404228 | 404228 | 218288 |
Largest Losing Trade | -53911 | -53911 | -16175 | -779724 | -779724 | -295760 |
Avg Bars in Trades | 134 | 233 | 36 | 134 | 233 | 36 |
Avg Bars in Winners | 72 | 107 | 41 | 72 | 107 | 41 |
Avg Bars in Losers | 249 | 439 | 25 | 249 | 439 | 25 |
Bars Traded | 23462 | 20288 | 3174 | 23462 | 20288 | 3174 |
Profit Streak | 12.6262 | 12.8345 | 12.6262 | 12.6262 | 12.8345 | 12.6262 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 574893 | 439418 | 507155 | 382532 | -348847 | 453563 |
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{ "first_band": { "type": "dcl", "factors": { "length": 42, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 216, "offset": 0 } } }
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{ "first_band": { "type": "dcl", "factors": { "length": 42, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 216, "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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