Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 574155.2849 | 551424.448 | 22730.8369 | 601123.0218 | 1609044.1827 | -1007921.1609 |
Total P&L (%) | 574.1553 | 551.4244 | 22.7308 | 601.123 | 1609.0442 | -1007.9212 |
Avg Daily Profit (%) | 0.3163 | 0.3038 | 0.0125 | 0.1074 | 0.1565 | 0 |
Buy And Hold Return (%) | 549.2027 | 549.2027 | 549.2027 | 549.2027 | 549.2027 | 549.2027 |
Max Trade Drawdown | -107005 | -47782 | -127744 | -867624 | -320061 | -1287461 |
Profit Factor | 2.0307 | 3.7257 | 1.0641 | 1.1511 | 2.2092 | 0.6193 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 41 | 23 | 18 | 41 | 23 | 18 |
Losing Trades | 46 | 21 | 25 | 46 | 21 | 25 |
Profitability (%) | 47.1264 | 52.2727 | 41.8605 | 47.1264 | 52.2727 | 41.8605 |
Ratio Avg Win / Avg Loss | 2.2784 | 3.4017 | 1.4779 | 1.2915 | 2.0171 | 0.8602 |
Largest Winning Trade | 271070 | 271070 | 73647 | 565257 | 565257 | 319037 |
Largest Losing Trade | -52918 | -35952 | -52918 | -415864 | -226468 | -415864 |
Avg Bars in Trades | 57 | 20 | 95 | 57 | 20 | 95 |
Avg Bars in Winners | 92 | 25 | 178 | 92 | 25 | 178 |
Avg Bars in Losers | 25 | 14 | 34 | 25 | 14 | 34 |
Bars Traded | 4978 | 892 | 4086 | 4978 | 892 | 4086 |
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 | -139636 | -148102 | -495042 | -240824 | 335780 | -583892 |
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{ "first_band": { "type": "ema", "factors": { "length": 92, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 16, "offset": 0 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 92, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 16, "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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