Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 83669.7636 | 62974.9454 | 20694.8182 | 106352.6744 | 95585.1568 | 10767.5176 |
Total P&L (%) | 83.6698 | 62.9749 | 20.6948 | 106.3527 | 95.5852 | 10.7675 |
Avg Daily Profit (%) | 0.3213 | 0.2418 | 0.0795 | 0.2786 | 0.2579 | 0.0393 |
Buy And Hold Return (%) | 32.0959 | 32.0959 | 32.0959 | 32.0959 | 32.0959 | 32.0959 |
Max Trade Drawdown | -20648 | -23244 | -18906 | -28827 | -32435 | -35196 |
Profit Factor | 1.6953 | 2.071 | 1.3363 | 1.5429 | 2.0847 | 1.0999 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 60 | 31 | 29 | 60 | 31 | 29 |
Losing Trades | 33 | 15 | 18 | 33 | 15 | 18 |
Profitability (%) | 64.5161 | 67.3913 | 61.7021 | 64.5161 | 67.3913 | 61.7021 |
Ratio Avg Win / Avg Loss | 0.9324 | 1.0021 | 0.8294 | 0.8486 | 1.0087 | 0.6827 |
Largest Winning Trade | 16293 | 16293 | 7452 | 20108 | 20108 | 9601 |
Largest Losing Trade | -20648 | -20648 | -10041 | -28827 | -28827 | -22946 |
Avg Bars in Trades | 260 | 254 | 266 | 260 | 254 | 266 |
Avg Bars in Winners | 171 | 173 | 170 | 171 | 173 | 170 |
Avg Bars in Losers | 421 | 422 | 421 | 421 | 422 | 421 |
Bars Traded | 24226 | 11701 | 12525 | 24226 | 11701 | 12525 |
Profit Streak | 10.8367 | 14.6284 | 10.8367 | 10.8367 | 14.6284 | 10.8367 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 295941 | 204096 | -252691 | 286232 | 354396 | -417197 |
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{ "first_band": { "type": "ema", "factors": { "length": 150, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 59, "offset": 223 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 150, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 59, "offset": 223 } } }
# | 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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