Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 63526.7014 | 40957.7478 | 22568.9536 | 70022.0809 | 49586.2375 | 20435.8434 |
Total P&L (%) | 63.5267 | 40.9577 | 22.569 | 70.0221 | 49.5862 | 20.4358 |
Avg Daily Profit (%) | 0.2439 | 0.1573 | 0.0867 | 0.204 | 0.1548 | 0.0714 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -17421 | -18195 | -22410 | -24307 | -21341 | -35829 |
Profit Factor | 1.525 | 1.5312 | 1.5142 | 1.4148 | 1.4705 | 1.3222 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Losing Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Profitability (%) | 63.0435 | 63.0435 | 63.0435 | 63.0435 | 63.0435 | 63.0435 |
Ratio Avg Win / Avg Loss | 0.894 | 0.8976 | 0.8876 | 0.8294 | 0.862 | 0.7751 |
Largest Winning Trade | 17506 | 12047 | 17506 | 18056 | 18056 | 17949 |
Largest Losing Trade | -15292 | -13669 | -15292 | -24307 | -16559 | -24307 |
Avg Bars in Trades | 239 | 385 | 94 | 239 | 385 | 94 |
Avg Bars in Winners | 147 | 212 | 82 | 147 | 212 | 82 |
Avg Bars in Losers | 397 | 680 | 115 | 397 | 680 | 115 |
Bars Traded | 22068 | 17725 | 4343 | 22068 | 17725 | 4343 |
Profit Streak | 3.9962 | 3.9962 | 18.4337 | 3.9962 | 3.9962 | 18.4337 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 302872 | 183397 | -81269 | 281876 | 196885 | -104179 |
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{ "first_band": { "type": "ema", "factors": { "length": 121, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 140, "offset": 174 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 121, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 140, "offset": 174 } } }
# | 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) |
---|