Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 13947137.3408 | 14001674.8679 | -54537.5271 | 2389631.3776 | 3206400.0409 | -816768.6633 |
Total P&L (%) | 13947.1373 | 14001.6749 | -54.5375 | 2389.6314 | 3206.4 | -816.7687 |
Avg Daily Profit (%) | 6.1595 | 6.1836 | -0.0241 | 0.1421 | 0.1546 | 0 |
Buy And Hold Return (%) | 9161.5857 | 9161.5857 | 9161.5857 | 9161.5857 | 9161.5857 | 9161.5857 |
Max Trade Drawdown | -196633 | -158464 | -64701 | -9075557 | -7385826 | -2232645 |
Profit Factor | 19.7511 | 30.3941 | 0.7961 | 1.1011 | 1.2197 | 0.9097 |
Total Trades | 186 | 93 | 93 | 186 | 93 | 93 |
Winning Trades | 74 | 30 | 44 | 74 | 30 | 44 |
Losing Trades | 112 | 63 | 49 | 112 | 63 | 49 |
Profitability (%) | 39.7849 | 32.2581 | 47.3118 | 39.7849 | 32.2581 | 47.3118 |
Ratio Avg Win / Avg Loss | 29.8936 | 63.8276 | 0.8866 | 1.6665 | 2.5613 | 1.0131 |
Largest Winning Trade | 13900273 | 13900273 | 17263 | 8779111 | 8779111 | 1126983 |
Largest Losing Trade | -35333 | -35333 | -22847 | -2232645 | -1625661 | -2232645 |
Avg Bars in Trades | 35 | 61 | 9 | 35 | 61 | 9 |
Avg Bars in Winners | 51 | 109 | 11 | 51 | 109 | 11 |
Avg Bars in Losers | 25 | 38 | 8 | 25 | 38 | 8 |
Bars Traded | 6613 | 5695 | 918 | 6613 | 5695 | 918 |
Profit Streak | 0 | 85.1677 | 0 | 0 | 85.1677 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 410409 | 280481 | -581851 | -279964 | -164071 | -580184 |
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{ "first_band": { "type": "ema", "factors": { "length": 62, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 17, "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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