Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 871207.6749 | 943332.0184 | -72124.3436 | -80294.0204 | -294065.0689 | 213771.0485 |
Total P&L (%) | 871.2077 | 943.332 | -72.1243 | -80.294 | -294.0651 | 213.771 |
Avg Daily Profit (%) | 0.4528 | 0.4903 | -0.0375 | -0.0844 | 0 | 0.0595 |
Buy And Hold Return (%) | 43.9085 | 43.9085 | 43.9085 | 43.9085 | 43.9085 | 43.9085 |
Max Trade Drawdown | -317196 | -229064 | -141066 | -1664811 | -1317762 | -564910 |
Profit Factor | 2.1637 | 3.1362 | 0.7651 | 0.9744 | 0.8398 | 1.1636 |
Total Trades | 121 | 60 | 61 | 121 | 60 | 61 |
Winning Trades | 45 | 19 | 26 | 45 | 19 | 26 |
Losing Trades | 76 | 41 | 35 | 76 | 41 | 35 |
Profitability (%) | 37.1901 | 31.6667 | 42.623 | 37.1901 | 31.6667 | 42.623 |
Ratio Avg Win / Avg Loss | 3.6542 | 6.7675 | 1.03 | 1.6457 | 1.8122 | 1.5664 |
Largest Winning Trade | 1120588 | 1120588 | 37675 | 812650 | 812650 | 440000 |
Largest Losing Trade | -36235 | -35599 | -36235 | -438013 | -239216 | -438013 |
Avg Bars in Trades | 30 | 46 | 15 | 30 | 46 | 15 |
Avg Bars in Winners | 39 | 75 | 12 | 39 | 75 | 12 |
Avg Bars in Losers | 25 | 33 | 16 | 25 | 33 | 16 |
Bars Traded | 3708 | 2780 | 928 | 3708 | 2780 | 928 |
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 | 347544 | -160076 | -743660 | -582660 | -754587 | -318966 |
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{ "first_band": { "type": "ema", "factors": { "length": 58, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 12, "offset": 0 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 58, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 12, "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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