Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 74292.967 | 55796.2494 | 18496.7176 | 94215.4236 | 81366.9392 | 12848.4844 |
Total P&L (%) | 74.293 | 55.7962 | 18.4967 | 94.2154 | 81.3669 | 12.8485 |
Avg Daily Profit (%) | 0.2853 | 0.2143 | 0.071 | 0.2552 | 0.2289 | 0.0464 |
Buy And Hold Return (%) | 32.5943 | 32.5943 | 32.5943 | 32.5943 | 32.5943 | 32.5943 |
Max Trade Drawdown | -23899 | -23277 | -25652 | -28574 | -27968 | -40313 |
Profit Factor | 1.8264 | 2.4802 | 1.3543 | 1.726 | 2.6523 | 1.1596 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 52 | 29 | 23 | 52 | 29 | 23 |
Losing Trades | 21 | 7 | 14 | 21 | 7 | 14 |
Profitability (%) | 71.2329 | 80.5556 | 62.1622 | 71.2329 | 80.5556 | 62.1622 |
Ratio Avg Win / Avg Loss | 0.7376 | 0.5987 | 0.8244 | 0.6971 | 0.6402 | 0.7058 |
Largest Winning Trade | 12299 | 12299 | 7782 | 15891 | 15891 | 10582 |
Largest Losing Trade | -20774 | -20774 | -5922 | -25545 | -25545 | -9793 |
Avg Bars in Trades | 331 | 328 | 334 | 331 | 328 | 334 |
Avg Bars in Winners | 229 | 261 | 189 | 229 | 261 | 189 |
Avg Bars in Losers | 583 | 607 | 571 | 583 | 607 | 571 |
Bars Traded | 24199 | 11832 | 12367 | 24199 | 11832 | 12367 |
Profit Streak | 19.488 | 27.7797 | 19.488 | 19.488 | 27.7797 | 19.488 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -69113 | 176115 | -263882 | -67745 | 380850 | -342096 |
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{ "first_band": { "type": "ema", "factors": { "length": 137, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 171, "offset": 107 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 137, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 171, "offset": 107 } } }
# | 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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