Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 165097.1293 | 42427.6615 | 122669.4679 | 195672.3043 | 70125.2163 | 125547.088 |
Total P&L (%) | 165.0971 | 42.4277 | 122.6695 | 195.6723 | 70.1252 | 125.5471 |
Avg Daily Profit (%) | 0.317 | 0.0815 | 0.2355 | 0.2084 | 0.1021 | 0.1563 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -90642 | -39478 | -66837 | -159617 | -64102 | -113008 |
Profit Factor | 1.4807 | 1.3137 | 1.5892 | 1.316 | 1.3088 | 1.3201 |
Total Trades | 125 | 62 | 63 | 125 | 62 | 63 |
Winning Trades | 75 | 34 | 41 | 75 | 34 | 41 |
Losing Trades | 50 | 28 | 22 | 50 | 28 | 22 |
Profitability (%) | 60 | 54.8387 | 65.0794 | 60 | 54.8387 | 65.0794 |
Ratio Avg Win / Avg Loss | 0.9871 | 1.0819 | 0.8527 | 0.8773 | 1.0779 | 0.7083 |
Largest Winning Trade | 36640 | 14503 | 36640 | 33115 | 20587 | 33115 |
Largest Losing Trade | -33457 | -15275 | -33457 | -82105 | -26289 | -82105 |
Avg Bars in Trades | 194 | 151 | 236 | 194 | 151 | 236 |
Avg Bars in Winners | 145 | 114 | 171 | 145 | 114 | 171 |
Avg Bars in Losers | 267 | 196 | 357 | 267 | 196 | 357 |
Bars Traded | 24311 | 9399 | 14912 | 24311 | 9399 | 14912 |
Profit Streak | 11.9594 | 25.4177 | 11.9594 | 11.9594 | 25.4177 | 11.9594 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 370376 | -239608 | -136561 | 300705 | -210147 | -138882 |
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{ "first_band": { "type": "dcu", "factors": { "length": 59, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 58, "offset": 208 } } }
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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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