Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 6683680.626 | 6816086.5896 | -132405.9636 | 95897.9182 | 798447.0936 | -702549.1754 |
Total P&L (%) | 6683.6806 | 6816.0866 | -132.406 | 95.8979 | 798.4471 | -702.5492 |
Avg Daily Profit (%) | 3.404 | 3.4714 | -0.0674 | 0.0343 | 0.1119 | 0 |
Buy And Hold Return (%) | 1463.2468 | 1463.2468 | 1463.2468 | 1463.2468 | 1463.2468 | 1463.2468 |
Max Trade Drawdown | -164142 | -94317 | -184793 | -1955627 | -1368362 | -899604 |
Profit Factor | 10.1096 | 17.5307 | 0.588 | 1.0211 | 1.3113 | 0.6433 |
Total Trades | 122 | 61 | 61 | 122 | 61 | 61 |
Winning Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Losing Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Profitability (%) | 30.3279 | 29.5082 | 31.1475 | 30.3279 | 29.5082 | 31.1475 |
Ratio Avg Win / Avg Loss | 23.2248 | 41.8789 | 1.2998 | 2.3459 | 3.1326 | 1.4221 |
Largest Winning Trade | 6896340 | 6896340 | 58649 | 1550807 | 1550807 | 681501 |
Largest Losing Trade | -40878 | -40878 | -38281 | -486721 | -486721 | -320857 |
Avg Bars in Trades | 61 | 94 | 29 | 61 | 94 | 29 |
Avg Bars in Winners | 119 | 205 | 38 | 119 | 205 | 38 |
Avg Bars in Losers | 36 | 47 | 25 | 36 | 47 | 25 |
Bars Traded | 7530 | 5745 | 1785 | 7530 | 5745 | 1785 |
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 | 536776 | -149527 | -748123 | -516393 | -379635 | -748123 |
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{ "first_band": { "type": "ema", "factors": { "length": 103, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 20, "offset": 0 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 103, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 20, "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) |
---|