Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 945508.334 | 961716.3059 | -16207.9718 | -929.8565 | 561018.7633 | -561948.6198 |
Total P&L (%) | 945.5083 | 961.7163 | -16.208 | -0.9299 | 561.0188 | -561.9486 |
Avg Daily Profit (%) | 0.5073 | 0.516 | -0.0087 | -0.0005 | 0.1014 | 0 |
Buy And Hold Return (%) | 62.614 | 62.614 | 62.614 | 62.614 | 62.614 | 62.614 |
Max Trade Drawdown | -244814 | -92687 | -201978 | -669482 | -192012 | -584792 |
Profit Factor | 2.5322 | 5.2949 | 0.9588 | 0.9992 | 2.88 | 0.2936 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 41 | 19 | 22 | 41 | 19 | 22 |
Losing Trades | 54 | 29 | 25 | 54 | 29 | 25 |
Profitability (%) | 43.1579 | 39.5833 | 46.8085 | 43.1579 | 39.5833 | 46.8085 |
Ratio Avg Win / Avg Loss | 3.3351 | 8.0817 | 1.0895 | 1.316 | 4.3958 | 0.3336 |
Largest Winning Trade | 920580 | 920580 | 63513 | 616443 | 616443 | 93035 |
Largest Losing Trade | -83647 | -29445 | -83647 | -408547 | -155067 | -408547 |
Avg Bars in Trades | 53 | 24 | 83 | 53 | 24 | 83 |
Avg Bars in Winners | 104 | 44 | 155 | 104 | 44 | 155 |
Avg Bars in Losers | 15 | 11 | 20 | 15 | 11 | 20 |
Bars Traded | 5096 | 1171 | 3925 | 5096 | 1171 | 3925 |
Profit Streak | 0 | 0 | 150.7763 | 0 | 0 | 150.7763 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 471034 | 542364 | -579308 | -581518 | -55388 | -580974 |
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{ "first_band": { "type": "ema", "factors": { "length": 124, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 13, "offset": 0 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 124, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 13, "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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