Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 334625.7141 | 230658.3213 | 103967.3928 | 1132479.8191 | 1002307.5497 | 130172.2694 |
Total P&L (%) | 334.6257 | 230.6583 | 103.9674 | 1132.4798 | 1002.3076 | 130.1723 |
Avg Daily Profit (%) | 0.6425 | 0.4429 | 0.1996 | 0.4834 | 0.4619 | 0.1602 |
Buy And Hold Return (%) | 33.8703 | 33.8703 | 33.8703 | 33.8703 | 33.8703 | 33.8703 |
Max Trade Drawdown | -49495 | -19516 | -43928 | -619742 | -194499 | -550892 |
Profit Factor | 2.4712 | 3.2071 | 1.8457 | 1.7179 | 2.4992 | 1.1432 |
Total Trades | 103 | 52 | 51 | 103 | 52 | 51 |
Winning Trades | 44 | 24 | 20 | 44 | 24 | 20 |
Losing Trades | 59 | 28 | 31 | 59 | 28 | 31 |
Profitability (%) | 42.7184 | 46.1538 | 39.2157 | 42.7184 | 46.1538 | 39.2157 |
Ratio Avg Win / Avg Loss | 3.3137 | 3.7416 | 2.8608 | 2.3035 | 2.9158 | 1.772 |
Largest Winning Trade | 97701 | 97701 | 36312 | 387628 | 387628 | 289099 |
Largest Losing Trade | -9270 | -7906 | -9270 | -100779 | -95653 | -100779 |
Avg Bars in Trades | 238 | 225 | 252 | 238 | 225 | 252 |
Avg Bars in Winners | 428 | 372 | 494 | 428 | 372 | 494 |
Avg Bars in Losers | 97 | 98 | 95 | 97 | 98 | 95 |
Bars Traded | 24562 | 11704 | 12858 | 24562 | 11704 | 12858 |
Profit Streak | 17.8159 | 17.8159 | 18.6284 | 17.8159 | 17.8159 | 18.6284 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 505899 | -165854 | -176185 | 419612 | -166514 | -241224 |
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{ "first_band": { "type": "ema", "factors": { "length": 139, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 115, "offset": 0 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 139, "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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