Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 11875.4864 | -17087.2217 | 28962.7081 | 3592.8117 | -25841.8714 | 29434.6831 |
Total P&L (%) | 11.8755 | -17.0872 | 28.9627 | 3.5928 | -25.8419 | 29.4347 |
Avg Daily Profit (%) | 0.1368 | -0.1968 | 0.3336 | 0.0407 | -0.3438 | 0.2977 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -41076 | -38843 | -18727 | -51181 | -48091 | -22157 |
Profit Factor | 1.0973 | 0.7955 | 1.7516 | 1.025 | 0.7391 | 1.6569 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 52 | 24 | 28 | 52 | 24 | 28 |
Losing Trades | 43 | 24 | 19 | 43 | 24 | 19 |
Profitability (%) | 54.7368 | 50 | 59.5745 | 54.7368 | 50 | 59.5745 |
Ratio Avg Win / Avg Loss | 0.9074 | 0.7955 | 1.1886 | 0.8476 | 0.7391 | 1.1243 |
Largest Winning Trade | 15181 | 8297 | 15181 | 15903 | 9013 | 15903 |
Largest Losing Trade | -14143 | -14143 | -12417 | -17065 | -17065 | -14434 |
Avg Bars in Trades | 249 | 246 | 252 | 249 | 246 | 252 |
Avg Bars in Winners | 180 | 157 | 200 | 180 | 157 | 200 |
Avg Bars in Losers | 332 | 335 | 329 | 332 | 335 | 329 |
Bars Traded | 23698 | 11828 | 11870 | 23698 | 11828 | 11870 |
Profit Streak | 0 | 0 | 9.6407 | 0 | 0 | 9.6407 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -234102 | -582635 | 314324 | -500160 | -582635 | 298184 |
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{ "first_band": { "type": "ema", "factors": { "length": 158, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 129, "offset": 238 } } }
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# | 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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