Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 60133.5883 | 2121.7711 | 58011.8172 | 51498.9065 | 2556.7178 | 48942.1887 |
Total P&L (%) | 60.1336 | 2.1218 | 58.0118 | 51.4989 | 2.5567 | 48.9422 |
Avg Daily Profit (%) | 0.2309 | 0.0081 | 0.2228 | 0.1596 | 0.0097 | 0.1531 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -30388 | -4975 | -30427 | -51810 | -7721 | -52256 |
Profit Factor | 1.5608 | 1.0973 | 1.6791 | 1.313 | 1.0795 | 1.3696 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Losing Trades | 44 | 23 | 21 | 44 | 23 | 21 |
Profitability (%) | 46.988 | 45.2381 | 48.7805 | 46.988 | 45.2381 | 48.7805 |
Ratio Avg Win / Avg Loss | 1.7609 | 1.3283 | 1.7631 | 1.4813 | 1.3068 | 1.4381 |
Largest Winning Trade | 50896 | 4872 | 50896 | 49379 | 7616 | 49379 |
Largest Losing Trade | -14348 | -4615 | -14348 | -21493 | -7247 | -21493 |
Avg Bars in Trades | 297 | 14 | 587 | 297 | 14 | 587 |
Avg Bars in Winners | 487 | 18 | 932 | 487 | 18 | 932 |
Avg Bars in Losers | 128 | 11 | 257 | 128 | 11 | 257 |
Bars Traded | 24679 | 611 | 24068 | 24679 | 611 | 24068 |
Profit Streak | 15.2567 | 15.2567 | 20.2879 | 15.2567 | 15.2567 | 20.2879 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 260773 | -462993 | 339307 | 123593 | -481044 | 199082 |
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{ "first_band": { "type": "ema", "factors": { "length": 146, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 66, "offset": 0 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 146, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 66, "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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