Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1492139.4029 | 1375762.6528 | 116376.7501 | 130316108.753 | 113361158.0741 | 16954950.6789 |
Total P&L (%) | 1492.1394 | 1375.7627 | 116.3768 | 130316.1088 | 113361.1581 | 16954.9507 |
Avg Daily Profit (%) | 0.7165 | 0.6606 | 0.0559 | 0.345 | 0.3383 | 0.2471 |
Buy And Hold Return (%) | 11204.7716 | 11204.7716 | 11204.7716 | 11204.7716 | 11204.7716 | 11204.7716 |
Max Trade Drawdown | -103751 | -129211 | -42970 | -158235409 | -166553312 | -58309576 |
Profit Factor | 3.9729 | 5.1889 | 1.6708 | 1.2348 | 1.2902 | 1.1031 |
Total Trades | 130 | 65 | 65 | 130 | 65 | 65 |
Winning Trades | 75 | 36 | 39 | 75 | 36 | 39 |
Losing Trades | 55 | 29 | 26 | 55 | 29 | 26 |
Profitability (%) | 57.6923 | 55.3846 | 60 | 57.6923 | 55.3846 | 60 |
Ratio Avg Win / Avg Loss | 2.9135 | 4.1799 | 1.1139 | 0.9055 | 1.0393 | 0.7354 |
Largest Winning Trade | 564619 | 564619 | 44119 | 62719733 | 62719733 | 48667532 |
Largest Losing Trade | -54145 | -54145 | -29750 | -108474691 | -108474691 | -35937593 |
Avg Bars in Trades | 190 | 360 | 20 | 190 | 360 | 20 |
Avg Bars in Winners | 103 | 191 | 21 | 103 | 191 | 21 |
Avg Bars in Losers | 310 | 569 | 20 | 310 | 569 | 20 |
Bars Traded | 24784 | 23421 | 1363 | 24784 | 23421 | 1363 |
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 | -144942 | -276852 | -412128 | 310958 | -121738 | -240559 |
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{ "first_band": { "type": "dcl", "factors": { "length": 52, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 188, "offset": 0 } } }
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{ "first_band": { "type": "dcl", "factors": { "length": 52, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 188, "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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