Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1135172.5624 | 1270775.726 | -135603.1636 | -84878.4683 | 221855.7429 | -306734.2113 |
Total P&L (%) | 1135.1726 | 1270.7757 | -135.6032 | -84.8785 | 221.8557 | -306.7342 |
Avg Daily Profit (%) | 0.6137 | 0.6871 | -0.0733 | -0.1021 | 0.0632 | 0 |
Buy And Hold Return (%) | 33.4989 | 33.4989 | 33.4989 | 33.4989 | 33.4989 | 33.4989 |
Max Trade Drawdown | -272241 | -181820 | -149279 | -1040327 | -731147 | -314531 |
Profit Factor | 2.2767 | 2.9364 | 0.4178 | 0.9506 | 1.1682 | 0.2308 |
Total Trades | 143 | 71 | 72 | 143 | 71 | 72 |
Winning Trades | 48 | 23 | 25 | 48 | 23 | 25 |
Losing Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Profitability (%) | 33.5664 | 32.3944 | 34.7222 | 33.5664 | 32.3944 | 34.7222 |
Ratio Avg Win / Avg Loss | 4.5059 | 6.1281 | 0.7854 | 1.8814 | 2.438 | 0.434 |
Largest Winning Trade | 1340631 | 1340631 | 15893 | 978997 | 978997 | 25408 |
Largest Losing Trade | -47546 | -47546 | -17781 | -484050 | -484050 | -82459 |
Avg Bars in Trades | 152 | 288 | 18 | 152 | 288 | 18 |
Avg Bars in Winners | 257 | 520 | 15 | 257 | 520 | 15 |
Avg Bars in Losers | 99 | 177 | 20 | 99 | 177 | 20 |
Bars Traded | 21813 | 20480 | 1333 | 21813 | 20480 | 1333 |
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 | 356250 | -75996 | -665899 | -584012 | -236944 | -665899 |
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{ "first_band": { "type": "ema", "factors": { "length": 136, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 50, "offset": 0 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 136, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 50, "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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