Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 157565.8865 | 117193.5924 | 40372.2942 | 136843.6048 | 67945.7685 | 68897.8363 |
Total P&L (%) | 157.5659 | 117.1936 | 40.3723 | 136.8436 | 67.9458 | 68.8978 |
Avg Daily Profit (%) | 0.273 | 0.2031 | 0.07 | 0.1495 | 0.0899 | 0.0909 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -68942 | -52647 | -48556 | -145574 | -144080 | -46210 |
Profit Factor | 1.2657 | 1.3099 | 1.1879 | 1.1662 | 1.1184 | 1.2761 |
Total Trades | 473 | 236 | 237 | 473 | 236 | 237 |
Winning Trades | 298 | 147 | 151 | 298 | 147 | 151 |
Losing Trades | 175 | 89 | 86 | 175 | 89 | 86 |
Profitability (%) | 63.0021 | 62.2881 | 63.7131 | 63.0021 | 62.2881 | 63.7131 |
Ratio Avg Win / Avg Loss | 0.7433 | 0.7931 | 0.6766 | 0.6849 | 0.6771 | 0.7268 |
Largest Winning Trade | 27663 | 27663 | 13172 | 70707 | 70707 | 13907 |
Largest Losing Trade | -36518 | -35039 | -36518 | -66513 | -66513 | -33481 |
Avg Bars in Trades | 27 | 44 | 11 | 27 | 44 | 11 |
Avg Bars in Winners | 17 | 24 | 10 | 17 | 24 | 10 |
Avg Bars in Losers | 45 | 76 | 13 | 45 | 76 | 13 |
Bars Traded | 13191 | 10468 | 2723 | 13191 | 10468 | 2723 |
Profit Streak | 492.4764 | 492.4764 | 500.393 | 492.4764 | 492.4764 | 500.393 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 426036 | 309300 | -113495 | -27430 | -162582 | -69751 |
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{ "first_band": { "type": "dcl", "factors": { "length": 8, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 58, "offset": 0 } } }
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{ "first_band": { "type": "dcl", "factors": { "length": 8, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 58, "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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