Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -357169.6859 | 95905.342 | -453075.028 | 4069813.437 | 1982385.9807 | 2087427.4563 |
Total P&L (%) | -357.1697 | 95.9053 | -453.075 | 4069.8134 | 1982.386 | 2087.4275 |
Avg Daily Profit (%) | -0.197 | 0.0529 | -0.2499 | 0.206 | 0.1676 | 0.1704 |
Buy And Hold Return (%) | 815.9237 | 815.9237 | 815.9237 | 815.9237 | 815.9237 | 815.9237 |
Max Trade Drawdown | -744402 | -93332 | -702863 | -1426444 | -401986 | -1388836 |
Profit Factor | 0.6328 | 1.6414 | 0.4497 | 1.9336 | 2.8354 | 1.6365 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 42 | 21 | 21 | 44 | 20 | 24 |
Losing Trades | 30 | 15 | 15 | 28 | 16 | 12 |
Profitability (%) | 58.3333 | 58.3333 | 58.3333 | 61.1111 | 55.5556 | 66.6667 |
Ratio Avg Win / Avg Loss | 0.452 | 1.1725 | 0.3212 | 1.2304 | 2.2683 | 0.8183 |
Largest Winning Trade | 41076 | 34632 | 41076 | 1074132 | 858364 | 1074132 |
Largest Losing Trade | -337826 | -57460 | -337826 | -1388836 | -224044 | -1388836 |
Avg Bars in Trades | 132 | 57 | 208 | 132 | 57 | 208 |
Avg Bars in Winners | 81 | 46 | 116 | 110 | 52 | 159 |
Avg Bars in Losers | 204 | 71 | 337 | 167 | 63 | 307 |
Bars Traded | 9570 | 2062 | 7508 | 9570 | 2062 | 7508 |
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 | -663197 | -284964 | -579699 | -72753 | 355204 | 243362 |
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{ "first_band": { "type": "ema", "factors": { "length": 83, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 55, "offset": 117 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 83, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 55, "offset": 117 } } }
# | 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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