Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -154383.2381 | 59236.3502 | -213619.5882 | 955101.4133 | -56815.1295 | 1011916.5428 |
Total P&L (%) | -154.3832 | 59.2364 | -213.6196 | 955.1014 | -56.8151 | 1011.9165 |
Avg Daily Profit (%) | -0.114 | 0.0437 | -0.1578 | 0.1742 | -0.062 | 0.1781 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -460838 | -46897 | -470373 | -790482 | -494577 | -770181 |
Profit Factor | 0.7919 | 1.3597 | 0.6299 | 1.4272 | 0.9486 | 1.8946 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 47 | 21 | 26 | 45 | 20 | 25 |
Losing Trades | 29 | 17 | 12 | 31 | 18 | 13 |
Profitability (%) | 61.8421 | 55.2632 | 68.4211 | 59.2105 | 52.6316 | 65.7895 |
Ratio Avg Win / Avg Loss | 0.4886 | 1.1007 | 0.2907 | 0.9832 | 0.8537 | 0.9852 |
Largest Winning Trade | 42700 | 20621 | 42700 | 762263 | 161856 | 762263 |
Largest Losing Trade | -420402 | -41196 | -420402 | -689711 | -411961 | -689711 |
Avg Bars in Trades | 33 | 24 | 42 | 33 | 24 | 42 |
Avg Bars in Winners | 23 | 19 | 26 | 30 | 19 | 38 |
Avg Bars in Losers | 49 | 29 | 78 | 38 | 28 | 51 |
Bars Traded | 2543 | 913 | 1630 | 2543 | 913 | 1630 |
Profit Streak | 19.7258 | 106.7258 | 0 | 19.7258 | 106.7258 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -632186 | -132415 | -578377 | -44737 | -578791 | 386240 |
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{ "first_band": { "type": "dcu", "factors": { "length": 11, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 85, "offset": 0 } } }
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{ "first_band": { "type": "dcu", "factors": { "length": 11, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 85, "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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