Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 353218.2281 | 380556.0416 | -27337.8135 | -75530.1244 | 970635.5992 | -1046165.7236 |
Total P&L (%) | 353.2182 | 380.556 | -27.3378 | -75.5301 | 970.6356 | -1046.1657 |
Avg Daily Profit (%) | 0.2183 | 0.2352 | -0.0169 | -0.087 | 0.1466 | 0 |
Buy And Hold Return (%) | 22.789 | 22.789 | 22.789 | 22.789 | 22.789 | 22.789 |
Max Trade Drawdown | -265988 | -199844 | -176977 | -1982132 | -770059 | -1273127 |
Profit Factor | 1.2078 | 1.4742 | 0.9695 | 0.988 | 1.379 | 0.7196 |
Total Trades | 495 | 248 | 247 | 495 | 248 | 247 |
Winning Trades | 316 | 164 | 152 | 316 | 164 | 152 |
Losing Trades | 179 | 84 | 95 | 179 | 84 | 95 |
Profitability (%) | 63.8384 | 66.129 | 61.5385 | 63.8384 | 66.129 | 61.5385 |
Ratio Avg Win / Avg Loss | 0.6842 | 0.7551 | 0.606 | 0.5597 | 0.7063 | 0.4497 |
Largest Winning Trade | 70030 | 70030 | 47535 | 507328 | 507328 | 503370 |
Largest Losing Trade | -92095 | -51599 | -92095 | -604813 | -418038 | -604813 |
Avg Bars in Trades | 38 | 37 | 40 | 38 | 37 | 40 |
Avg Bars in Winners | 28 | 27 | 29 | 28 | 27 | 29 |
Avg Bars in Losers | 56 | 55 | 57 | 56 | 55 | 57 |
Bars Traded | 19185 | 9221 | 9964 | 19185 | 9221 | 9964 |
Profit Streak | 0 | 0 | 495.9038 | 0 | 0 | 495.9038 |
Trades During Streak | 0 | 0 | 5 | 0 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 360434 | 368505 | -577174 | -576397 | 174879 | -577174 |
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{ "first_band": { "type": "ema", "factors": { "length": 17, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 60, "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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