Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 5989313.7481 | 6079292.4475 | -89978.6994 | 385667.7751 | 550021.0113 | -164353.2362 |
Total P&L (%) | 5989.3137 | 6079.2924 | -89.9787 | 385.6678 | 550.021 | -164.3532 |
Avg Daily Profit (%) | 3.0495 | 3.0954 | -0.0458 | 0.0805 | 0.0954 | 0 |
Buy And Hold Return (%) | 1505.5861 | 1505.5861 | 1505.5861 | 1505.5861 | 1505.5861 | 1505.5861 |
Max Trade Drawdown | -196570 | -54158 | -201691 | -404459 | -123628 | -424444 |
Profit Factor | 11.6404 | 24.5572 | 0.7048 | 1.2818 | 1.925 | 0.7877 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 23 | 12 | 11 | 23 | 12 | 11 |
Losing Trades | 43 | 21 | 22 | 43 | 21 | 22 |
Profitability (%) | 34.8485 | 36.3636 | 33.3333 | 34.8485 | 36.3636 | 33.3333 |
Ratio Avg Win / Avg Loss | 21.7625 | 42.9751 | 1.4096 | 2.3963 | 3.3687 | 1.5754 |
Largest Winning Trade | 6122862 | 6122862 | 61390 | 595918 | 595918 | 191335 |
Largest Losing Trade | -41283 | -41283 | -37624 | -227872 | -123628 | -227872 |
Avg Bars in Trades | 85 | 81 | 89 | 85 | 81 | 89 |
Avg Bars in Winners | 173 | 160 | 187 | 173 | 160 | 187 |
Avg Bars in Losers | 38 | 36 | 41 | 38 | 36 | 41 |
Bars Traded | 5648 | 2682 | 2966 | 5648 | 2682 | 2966 |
Profit Streak | 0 | 0 | 601.4708 | 0 | 0 | 601.4708 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -113264 | 582130 | -585034 | -384838 | -232702 | -583923 |
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{ "first_band": { "type": "ema", "factors": { "length": 126, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 32, "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) |
---|