Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 452440.1206 | 582039.4403 | -129599.3198 | -92706.4682 | -10095.5275 | -82610.9407 |
Total P&L (%) | 452.4401 | 582.0394 | -129.5993 | -92.7065 | -10.0955 | -82.6109 |
Avg Daily Profit (%) | 0.1905 | 0.2451 | -0.0546 | -0.1102 | -0.0045 | -0.0736 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -247953 | -175112 | -126242 | -181254 | -165988 | -79254 |
Profit Factor | 1.7055 | 2.2882 | 0.3159 | 0.7321 | 0.9588 | 0.1822 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 23 | 12 | 11 | 23 | 12 | 11 |
Losing Trades | 36 | 17 | 19 | 36 | 17 | 19 |
Profitability (%) | 38.9831 | 41.3793 | 36.6667 | 38.9831 | 41.3793 | 36.6667 |
Ratio Avg Win / Avg Loss | 2.6695 | 3.2417 | 0.5457 | 1.1458 | 1.3583 | 0.3148 |
Largest Winning Trade | 546405 | 546405 | 17506 | 104212 | 104212 | 5058 |
Largest Losing Trade | -69307 | -69307 | -36948 | -101048 | -101048 | -40312 |
Avg Bars in Trades | 228 | 445 | 18 | 228 | 445 | 18 |
Avg Bars in Winners | 346 | 648 | 16 | 346 | 648 | 16 |
Avg Bars in Losers | 152 | 302 | 19 | 152 | 302 | 19 |
Bars Traded | 13469 | 12922 | 547 | 13469 | 12922 | 547 |
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 | -173289 | 337392 | -585732 | -763173 | -582518 | -585732 |
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{ "first_band": { "type": "ema", "factors": { "length": 186, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 86, "offset": 0 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 186, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 86, "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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