Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 346730.0476 | 365660.1984 | -18930.1508 | -15349.3192 | 131032.2069 | -146381.5261 |
Total P&L (%) | 346.73 | 365.6602 | -18.9302 | -15.3493 | 131.0322 | -146.3815 |
Avg Daily Profit (%) | 0.1858 | 0.1959 | -0.0101 | -0.0089 | 0.0449 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -162859 | -96768 | -177096 | -217651 | -75594 | -190401 |
Profit Factor | 1.5854 | 2.2333 | 0.936 | 0.9604 | 1.817 | 0.3562 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 24 | 12 | 12 | 24 | 12 | 12 |
Losing Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Profitability (%) | 39.3443 | 38.7097 | 40 | 39.3443 | 38.7097 | 40 |
Ratio Avg Win / Avg Loss | 2.4441 | 3.536 | 1.404 | 1.4806 | 2.8769 | 0.5342 |
Largest Winning Trade | 234318 | 234318 | 59684 | 149592 | 149592 | 15594 |
Largest Losing Trade | -50219 | -46362 | -50219 | -76594 | -68967 | -76594 |
Avg Bars in Trades | 171 | 151 | 191 | 171 | 151 | 191 |
Avg Bars in Winners | 272 | 273 | 272 | 272 | 273 | 272 |
Avg Bars in Losers | 105 | 74 | 137 | 105 | 74 | 137 |
Bars Traded | 10443 | 4690 | 5753 | 10443 | 4690 | 5753 |
Profit Streak | 72.9443 | 255.9443 | 0 | 72.9443 | 255.9443 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -159425 | 301557 | -583047 | -748974 | -132987 | -584714 |
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{ "first_band": { "type": "ema", "factors": { "length": 141, "offset": 59 } }, "second_band": { "type": "swma", "factors": { "length": 79, "offset": 0 } } }
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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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