Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 8985.4809 | 287838.8871 | -278853.4062 | 1922361.9564 | -960273.7368 | 2882635.6932 |
Total P&L (%) | 8.9855 | 287.8389 | -278.8534 | 1922.362 | -960.2737 | 2882.6357 |
Avg Daily Profit (%) | 0.0046 | 0.1488 | -0.1442 | 0.1556 | 0 | 0.1757 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -457590 | -86807 | -496056 | -3634344 | -1861188 | -2808437 |
Profit Factor | 1.0082 | 1.9112 | 0.6427 | 1.1776 | 0.8221 | 1.5315 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 64 | 29 | 35 | 60 | 27 | 33 |
Losing Trades | 31 | 18 | 13 | 35 | 20 | 15 |
Profitability (%) | 67.3684 | 61.7021 | 72.9167 | 63.1579 | 57.4468 | 68.75 |
Ratio Avg Win / Avg Loss | 0.4883 | 1.1863 | 0.2387 | 0.6869 | 0.609 | 0.6961 |
Largest Winning Trade | 84427 | 84427 | 50706 | 2032159 | 626167 | 2032159 |
Largest Losing Trade | -433706 | -47959 | -433706 | -1317532 | -988048 | -1317532 |
Avg Bars in Trades | 238 | 178 | 297 | 238 | 178 | 297 |
Avg Bars in Winners | 231 | 132 | 313 | 233 | 137 | 312 |
Avg Bars in Losers | 252 | 252 | 254 | 246 | 233 | 263 |
Bars Traded | 22646 | 8376 | 14270 | 22646 | 8376 | 14270 |
Profit Streak | 115.7123 | 115.7123 | 137.3789 | 115.7123 | 115.7123 | 137.3789 |
Trades During Streak | 7 | 3 | 4 | 7 | 3 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -561290 | 398809 | -576335 | -15705 | -578379 | 416310 |
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{ "first_band": { "type": "ema", "factors": { "length": 78, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 229, "offset": 0 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 78, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 229, "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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