Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1610232.8125 | 1526887.9254 | 83344.887 | 1076891.9465 | -53347.3691 | 1130239.3156 |
Total P&L (%) | 1610.2328 | 1526.8879 | 83.3449 | 1076.8919 | -53.3474 | 1130.2393 |
Avg Daily Profit (%) | 0.8679 | 0.823 | 0.0449 | 0.133 | -0.0411 | 0.1354 |
Buy And Hold Return (%) | 13.257 | 13.257 | 13.257 | 13.257 | 13.257 | 13.257 |
Max Trade Drawdown | -115307 | -96662 | -87272 | -3762557 | -3073088 | -1378915 |
Profit Factor | 3.1988 | 5.2092 | 1.2255 | 1.0633 | 0.9938 | 1.1334 |
Total Trades | 152 | 76 | 76 | 152 | 76 | 76 |
Winning Trades | 49 | 24 | 25 | 49 | 24 | 25 |
Losing Trades | 103 | 52 | 51 | 103 | 52 | 51 |
Profitability (%) | 32.2368 | 31.5789 | 32.8947 | 32.2368 | 31.5789 | 32.8947 |
Ratio Avg Win / Avg Loss | 6.724 | 11.2865 | 2.5001 | 2.2351 | 2.1531 | 2.3121 |
Largest Winning Trade | 1475839 | 1475839 | 60453 | 1655355 | 1655355 | 1164743 |
Largest Losing Trade | -28644 | -16583 | -28644 | -1011390 | -651666 | -1011390 |
Avg Bars in Trades | 142 | 126 | 158 | 142 | 126 | 158 |
Avg Bars in Winners | 321 | 292 | 348 | 321 | 292 | 348 |
Avg Bars in Losers | 57 | 50 | 64 | 57 | 50 | 64 |
Bars Traded | 21648 | 9632 | 12016 | 21648 | 9632 | 12016 |
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 | 476182 | -35487 | -188756 | -170978 | -634622 | -140726 |
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{ "first_band": { "type": "ema", "factors": { "length": 164, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 64, "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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