Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1180555.1442 | 1207897.9559 | -27342.8117 | 7329716.6386 | 15971647.5731 | -8641930.9344 |
Total P&L (%) | 1180.5551 | 1207.898 | -27.3428 | 7329.7166 | 15971.6476 | -8641.9309 |
Avg Daily Profit (%) | 0.6294 | 0.644 | -0.0146 | 0.2299 | 0.2712 | 0 |
Buy And Hold Return (%) | 7192.6056 | 7192.6056 | 7192.6056 | 7192.6056 | 7192.6056 | 7192.6056 |
Max Trade Drawdown | -87343 | -36554 | -91557 | -11107352 | -2900093 | -10677289 |
Profit Factor | 3.8238 | 8.792 | 0.8961 | 1.3486 | 3.4953 | 0.4091 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 35 | 20 | 15 | 35 | 20 | 15 |
Losing Trades | 38 | 17 | 21 | 38 | 17 | 21 |
Profitability (%) | 47.9452 | 54.0541 | 41.6667 | 47.9452 | 54.0541 | 41.6667 |
Ratio Avg Win / Avg Loss | 4.1515 | 7.4732 | 1.2545 | 1.4642 | 2.971 | 0.5728 |
Largest Winning Trade | 526032 | 526032 | 59982 | 6529929 | 6529929 | 1552792 |
Largest Losing Trade | -46406 | -23437 | -46406 | -5523862 | -2110299 | -5523862 |
Avg Bars in Trades | 291 | 204 | 380 | 291 | 204 | 380 |
Avg Bars in Winners | 447 | 303 | 639 | 447 | 303 | 639 |
Avg Bars in Losers | 147 | 88 | 196 | 147 | 88 | 196 |
Bars Traded | 21283 | 7572 | 13711 | 21283 | 7572 | 13711 |
Profit Streak | 40.4832 | 239.4832 | 0 | 40.4832 | 239.4832 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -223665 | -143531 | -582354 | -227700 | 424758 | -584020 |
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{ "first_band": { "type": "ema", "factors": { "length": 113, "offset": 213 } }, "second_band": { "type": "dcl", "factors": { "length": 76, "offset": 0 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 113, "offset": 213 } }, "second_band": { "type": "dcl", "factors": { "length": 76, "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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