Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 180376.3153 | 65943.5817 | 114432.7336 | 301768.1905 | 179170.6719 | 122597.5186 |
Total P&L (%) | 180.3763 | 65.9436 | 114.4327 | 301.7682 | 179.1707 | 122.5975 |
Avg Daily Profit (%) | 0.6926 | 0.2532 | 0.4394 | 0.5355 | 0.395 | 0.3077 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -68680 | -18577 | -63145 | -291490 | -54628 | -277273 |
Profit Factor | 1.7765 | 1.9973 | 1.6886 | 1.3448 | 1.7849 | 1.1895 |
Total Trades | 183 | 92 | 91 | 183 | 92 | 91 |
Winning Trades | 107 | 52 | 55 | 107 | 52 | 55 |
Losing Trades | 76 | 40 | 36 | 76 | 40 | 36 |
Profitability (%) | 58.4699 | 56.5217 | 60.4396 | 58.4699 | 56.5217 | 60.4396 |
Ratio Avg Win / Avg Loss | 1.2618 | 1.5364 | 1.1053 | 0.9552 | 1.373 | 0.7786 |
Largest Winning Trade | 50159 | 31759 | 50159 | 96085 | 91353 | 96085 |
Largest Losing Trade | -36242 | -4792 | -36242 | -163689 | -21900 | -163689 |
Avg Bars in Trades | 134 | 40 | 230 | 134 | 40 | 230 |
Avg Bars in Winners | 89 | 38 | 137 | 89 | 38 | 137 |
Avg Bars in Losers | 198 | 42 | 371 | 198 | 42 | 371 |
Bars Traded | 24679 | 3722 | 20957 | 24679 | 3722 | 20957 |
Profit Streak | 0.9744 | 10.0682 | 0 | 0.9744 | 10.0682 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 423442 | 452226 | 410479 | 246670 | 440830 | -5568 |
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{ "first_band": { "type": "dcu", "factors": { "length": 56, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 201, "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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