Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1537606.0711 | 1466150.4524 | 71455.6187 | 1118033.8174 | 4006736.0151 | -2888702.1977 |
Total P&L (%) | 1537.6061 | 1466.1505 | 71.4556 | 1118.0338 | 4006.736 | -2888.7022 |
Avg Daily Profit (%) | 0.7381 | 0.7038 | 0.0343 | 0.1201 | 0.1785 | 0 |
Buy And Hold Return (%) | 133.0247 | 133.0247 | 133.0247 | 133.0247 | 133.0247 | 133.0247 |
Max Trade Drawdown | -156775 | -113916 | -103736 | -16550752 | -14377230 | -8320931 |
Profit Factor | 3.0326 | 4.7275 | 1.1968 | 1.0256 | 1.1623 | 0.848 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 36 | 17 | 19 | 36 | 17 | 19 |
Losing Trades | 50 | 26 | 24 | 50 | 26 | 24 |
Profitability (%) | 41.8605 | 39.5349 | 44.186 | 41.8605 | 39.5349 | 44.186 |
Ratio Avg Win / Avg Loss | 4.2119 | 7.2303 | 1.5117 | 1.4244 | 1.7777 | 1.0712 |
Largest Winning Trade | 1057749 | 1057749 | 61600 | 13998352 | 13998352 | 4614340 |
Largest Losing Trade | -44200 | -44200 | -38650 | -4765455 | -4004090 | -4765455 |
Avg Bars in Trades | 284 | 250 | 317 | 284 | 250 | 317 |
Avg Bars in Winners | 499 | 467 | 528 | 499 | 467 | 528 |
Avg Bars in Losers | 128 | 108 | 150 | 128 | 108 | 150 |
Bars Traded | 24445 | 10784 | 13661 | 24445 | 10784 | 13661 |
Profit Streak | 0 | 0 | 53.8033 | 0 | 0 | 53.8033 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 557785 | 573112 | -317468 | -227615 | -37026 | -580758 |
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{ "first_band": { "type": "ema", "factors": { "length": 59, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 115, "offset": 0 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 59, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 115, "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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