Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 319255.5268 | 548177.5236 | -228921.9969 | -98773.6573 | 104323.7146 | -203097.3719 |
Total P&L (%) | 319.2555 | 548.1775 | -228.922 | -98.7737 | 104.3237 | -203.0974 |
Avg Daily Profit (%) | 0.1727 | 0.2966 | -0.1239 | -0.2378 | 0.0387 | 0 |
Buy And Hold Return (%) | 123.6422 | 123.6422 | 123.6422 | 123.6422 | 123.6422 | 123.6422 |
Max Trade Drawdown | -270740 | -145750 | -229443 | -139546 | -71567 | -146537 |
Profit Factor | 1.3285 | 2.2375 | 0.5672 | 0.7279 | 1.9928 | 0.2127 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 45 | 22 | 23 | 45 | 22 | 23 |
Losing Trades | 50 | 25 | 25 | 50 | 25 | 25 |
Profitability (%) | 47.3684 | 46.8085 | 47.9167 | 47.3684 | 46.8085 | 47.9167 |
Ratio Avg Win / Avg Loss | 1.4761 | 2.5426 | 0.6166 | 0.8088 | 2.2646 | 0.2312 |
Largest Winning Trade | 297404 | 297404 | 40049 | 97464 | 97464 | 39870 |
Largest Losing Trade | -82482 | -72640 | -82482 | -67952 | -57036 | -67952 |
Avg Bars in Trades | 54 | 71 | 39 | 54 | 71 | 39 |
Avg Bars in Winners | 56 | 67 | 45 | 56 | 67 | 45 |
Avg Bars in Losers | 53 | 74 | 32 | 53 | 74 | 32 |
Bars Traded | 5215 | 3340 | 1875 | 5215 | 3340 | 1875 |
Profit Streak | 69.9826 | 0 | 139.316 | 69.9826 | 0 | 139.316 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 142245 | 364498 | -580148 | -580989 | -304403 | -580148 |
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{ "first_band": { "type": "ema", "factors": { "length": 143, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 142, "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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