Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3133169.8987 | 3220476.7163 | -87306.8176 | 29210.5794 | 752460.3843 | -723249.8049 |
Total P&L (%) | 3133.1699 | 3220.4767 | -87.3068 | 29.2106 | 752.4604 | -723.2498 |
Avg Daily Profit (%) | 1.3224 | 1.3592 | -0.0368 | 0.0108 | 0.0905 | 0 |
Buy And Hold Return (%) | 774.1381 | 774.1381 | 774.1381 | 774.1381 | 774.1381 | 774.1381 |
Max Trade Drawdown | -353846 | -257744 | -119906 | -4758642 | -2779703 | -2032921 |
Profit Factor | 5.0294 | 7.5446 | 0.6942 | 1.0053 | 1.232 | 0.6854 |
Total Trades | 116 | 58 | 58 | 116 | 58 | 58 |
Winning Trades | 42 | 17 | 25 | 42 | 17 | 25 |
Losing Trades | 74 | 41 | 33 | 74 | 41 | 33 |
Profitability (%) | 36.2069 | 29.3103 | 43.1034 | 36.2069 | 29.3103 | 43.1034 |
Ratio Avg Win / Avg Loss | 8.8612 | 18.1957 | 0.9163 | 1.7712 | 2.9712 | 0.9047 |
Largest Winning Trade | 3217998 | 3217998 | 31704 | 3451051 | 3451051 | 686652 |
Largest Losing Trade | -33405 | -33405 | -21732 | -836120 | -687473 | -836120 |
Avg Bars in Trades | 60 | 100 | 20 | 60 | 100 | 20 |
Avg Bars in Winners | 77 | 157 | 22 | 77 | 157 | 22 |
Avg Bars in Losers | 50 | 76 | 19 | 50 | 76 | 19 |
Bars Traded | 7002 | 5800 | 1202 | 7002 | 5800 | 1202 |
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 | 511192 | -171050 | -763237 | -562836 | -427889 | -763237 |
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{ "first_band": { "type": "ema", "factors": { "length": 94, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 23, "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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