Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 93367.4548 | 12962.7263 | 80404.7284 | 62794.7719 | 4676.1095 | 58118.6623 |
Total P&L (%) | 93.3675 | 12.9627 | 80.4047 | 62.7948 | 4.6761 | 58.1187 |
Avg Daily Profit (%) | 0.3585 | 0.0498 | 0.3088 | 0.1873 | 0.0176 | 0.1761 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -102939 | -23382 | -86334 | -213991 | -51045 | -181699 |
Profit Factor | 1.4262 | 1.176 | 1.553 | 1.1398 | 1.0332 | 1.1883 |
Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Winning Trades | 56 | 26 | 30 | 56 | 26 | 30 |
Losing Trades | 48 | 26 | 22 | 48 | 26 | 22 |
Profitability (%) | 53.8462 | 50 | 57.6923 | 53.8462 | 50 | 57.6923 |
Ratio Avg Win / Avg Loss | 1.2225 | 1.176 | 1.1389 | 0.977 | 1.0332 | 0.8715 |
Largest Winning Trade | 40351 | 15055 | 40351 | 66968 | 19077 | 66968 |
Largest Losing Trade | -48181 | -9423 | -48181 | -97526 | -21516 | -97526 |
Avg Bars in Trades | 229 | 75 | 383 | 229 | 75 | 383 |
Avg Bars in Winners | 210 | 86 | 317 | 210 | 86 | 317 |
Avg Bars in Losers | 252 | 64 | 474 | 252 | 64 | 474 |
Bars Traded | 23891 | 3927 | 19963 | 23891 | 3927 | 19963 |
Profit Streak | 0 | 0 | 12.2546 | 0 | 0 | 12.2546 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 331595 | -408463 | -169653 | -62020 | -700592 | -188222 |
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{ "first_band": { "type": "dcu", "factors": { "length": 169, "offset": 47 } }, "second_band": { "type": "ema", "factors": { "length": 115, "offset": 224 } } }
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# | 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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