Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 69937.57 | 20740.6564 | 49196.9136 | 83309.99 | 29037.6159 | 54272.3742 |
Total P&L (%) | 69.9376 | 20.7407 | 49.1969 | 83.31 | 29.0376 | 54.2724 |
Avg Daily Profit (%) | 0.2686 | 0.0796 | 0.1889 | 0.233 | 0.0979 | 0.1666 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -33949 | -12089 | -29950 | -68893 | -24136 | -61774 |
Profit Factor | 1.5985 | 1.5319 | 1.6319 | 1.3721 | 1.3976 | 1.3597 |
Total Trades | 139 | 70 | 69 | 139 | 70 | 69 |
Winning Trades | 66 | 31 | 35 | 66 | 31 | 35 |
Losing Trades | 73 | 39 | 34 | 73 | 39 | 34 |
Profitability (%) | 47.482 | 44.2857 | 50.7246 | 47.482 | 44.2857 | 50.7246 |
Ratio Avg Win / Avg Loss | 1.768 | 1.9272 | 1.5852 | 1.5176 | 1.7583 | 1.3209 |
Largest Winning Trade | 24211 | 8111 | 24211 | 28323 | 13945 | 28323 |
Largest Losing Trade | -9337 | -4359 | -9337 | -18789 | -9043 | -18789 |
Avg Bars in Trades | 163 | 23 | 305 | 163 | 23 | 305 |
Avg Bars in Winners | 239 | 29 | 425 | 239 | 29 | 425 |
Avg Bars in Losers | 94 | 18 | 181 | 94 | 18 | 181 |
Bars Traded | 22734 | 1645 | 21089 | 22734 | 1645 | 21089 |
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 | 331752 | -187919 | -93770 | 271142 | -161421 | -96245 |
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{ "first_band": { "type": "ema", "factors": { "length": 169, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 56, "offset": 0 } } }
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# | 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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