Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 357784.4929 | 137578.7096 | 220205.7833 | -3011553.0078 | -1652282.307 | -1359270.7008 |
Total P&L (%) | 357.7845 | 137.5787 | 220.2058 | -3011.553 | -1652.2823 | -1359.2707 |
Avg Daily Profit (%) | 0.2141 | 0.0823 | 0.1318 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -202182 | -38309 | -195575 | -3251873 | -1754257 | -2432000 |
Profit Factor | 1.6025 | 1.7811 | 1.5272 | 0.5786 | 0.3256 | 0.7105 |
Total Trades | 137 | 69 | 68 | 137 | 69 | 68 |
Winning Trades | 89 | 44 | 45 | 50 | 26 | 24 |
Losing Trades | 48 | 25 | 23 | 87 | 43 | 44 |
Profitability (%) | 64.9635 | 63.7681 | 66.1765 | 36.4964 | 37.6812 | 35.2941 |
Ratio Avg Win / Avg Loss | 0.8643 | 1.012 | 0.7805 | 1.0067 | 0.5385 | 1.3026 |
Largest Winning Trade | 38344 | 25122 | 38344 | 2555437 | 204231 | 2555437 |
Largest Losing Trade | -193790 | -38309 | -193790 | -537009 | -347712 | -537009 |
Avg Bars in Trades | 142 | 40 | 245 | 142 | 40 | 245 |
Avg Bars in Winners | 141 | 42 | 237 | 135 | 37 | 241 |
Avg Bars in Losers | 144 | 37 | 260 | 146 | 43 | 247 |
Bars Traded | 19516 | 2825 | 16691 | 19516 | 2825 | 16691 |
Profit Streak | 103.939 | 209.189 | 103.939 | 0 | 0 | 0 |
Trades During Streak | 3 | 7 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 419561 | -179208 | -123834 | -583999 | -687526 | -694288 |
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{ "first_band": { "type": "dcu", "factors": { "length": 110, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 163, "offset": 76 } } }
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{ "first_band": { "type": "dcu", "factors": { "length": 110, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 163, "offset": 76 } } }
# | 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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