Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 271894.0746 | 98253.9922 | 173640.0824 | -617375.1003 | 89173.9533 | -706549.0535 |
Total P&L (%) | 271.8941 | 98.254 | 173.6401 | -617.3751 | 89.174 | -706.5491 |
Avg Daily Profit (%) | 0.1643 | 0.0594 | 0.1049 | 0 | 0.0385 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -160892 | -71662 | -160892 | -852162 | -287430 | -953750 |
Profit Factor | 1.41 | 1.3522 | 1.4519 | 0.7778 | 1.0873 | 0.5977 |
Total Trades | 138 | 69 | 69 | 138 | 69 | 69 |
Winning Trades | 98 | 50 | 48 | 41 | 20 | 21 |
Losing Trades | 40 | 19 | 21 | 97 | 49 | 48 |
Profitability (%) | 71.0145 | 72.4638 | 69.5652 | 29.7101 | 28.9855 | 30.4348 |
Ratio Avg Win / Avg Loss | 0.5755 | 0.5138 | 0.6352 | 1.8401 | 2.6638 | 1.3661 |
Largest Winning Trade | 65789 | 36304 | 65789 | 430474 | 358653 | 430474 |
Largest Losing Trade | -160892 | -59628 | -160892 | -248813 | -74437 | -248813 |
Avg Bars in Trades | 35 | 25 | 44 | 35 | 25 | 44 |
Avg Bars in Winners | 25 | 19 | 31 | 53 | 46 | 61 |
Avg Bars in Losers | 58 | 43 | 72 | 27 | 17 | 36 |
Bars Traded | 4833 | 1781 | 3052 | 4833 | 1781 | 3052 |
Profit Streak | 52.0357 | 178.369 | 52.0357 | 0 | 0 | 0 |
Trades During Streak | 7 | 10 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 399402 | -211870 | -151330 | -586690 | -378812 | -688678 |
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{ "first_band": { "type": "dcu", "factors": { "length": 13, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 84, "offset": 0 } } }
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{ "first_band": { "type": "dcu", "factors": { "length": 13, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 84, "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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