Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1289086.5441 | 1224983.0935 | 64103.4506 | 2362593.7074 | 2938640.0723 | -576046.3649 |
Total P&L (%) | 1289.0865 | 1224.9831 | 64.1035 | 2362.5937 | 2938.6401 | -576.0464 |
Avg Daily Profit (%) | 0.7096 | 0.6743 | 0.0353 | 0.1765 | 0.1881 | 0 |
Buy And Hold Return (%) | 547.1526 | 547.1526 | 547.1526 | 547.1526 | 547.1526 | 547.1526 |
Max Trade Drawdown | -107379 | -79482 | -62670 | -4509103 | -3266616 | -2355150 |
Profit Factor | 3.1845 | 4.3703 | 1.2829 | 1.1798 | 1.3803 | 0.8936 |
Total Trades | 131 | 65 | 66 | 131 | 65 | 66 |
Winning Trades | 51 | 24 | 27 | 51 | 24 | 27 |
Losing Trades | 80 | 41 | 39 | 80 | 41 | 39 |
Profitability (%) | 38.9313 | 36.9231 | 40.9091 | 38.9313 | 36.9231 | 40.9091 |
Ratio Avg Win / Avg Loss | 4.9954 | 7.4658 | 1.853 | 1.8506 | 2.3581 | 1.2908 |
Largest Winning Trade | 752015 | 752015 | 65634 | 4030066 | 4030066 | 936042 |
Largest Losing Trade | -34416 | -34416 | -16315 | -1222442 | -1222442 | -632327 |
Avg Bars in Trades | 39 | 49 | 28 | 39 | 49 | 28 |
Avg Bars in Winners | 63 | 84 | 44 | 63 | 84 | 44 |
Avg Bars in Losers | 23 | 29 | 17 | 23 | 29 | 17 |
Bars Traded | 5132 | 3249 | 1883 | 5132 | 3249 | 1883 |
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 | 360232 | -122915 | -438161 | -19715 | -128507 | -706827 |
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{ "first_band": { "type": "ema", "factors": { "length": 92, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 11, "offset": 0 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 92, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 11, "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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