Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 290297.4331 | 346286.9708 | -55989.5378 | -148353.9697 | 146501.073 | -294855.0426 |
Total P&L (%) | 290.2974 | 346.287 | -55.9895 | -148.354 | 146.5011 | -294.855 |
Avg Daily Profit (%) | 0.1558 | 0.1859 | -0.0301 | 0 | 0.0484 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -198852 | -112229 | -139877 | -566678 | -330295 | -308468 |
Profit Factor | 1.5089 | 2.4024 | 0.8269 | 0.8874 | 1.2385 | 0.5804 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 34 | 15 | 19 | 32 | 15 | 17 |
Losing Trades | 33 | 18 | 15 | 35 | 18 | 17 |
Profitability (%) | 50.7463 | 45.4545 | 55.8824 | 47.7612 | 45.4545 | 50 |
Ratio Avg Win / Avg Loss | 1.4646 | 2.8829 | 0.6528 | 0.9705 | 1.4862 | 0.5804 |
Largest Winning Trade | 368381 | 368381 | 49576 | 383971 | 383971 | 97232 |
Largest Losing Trade | -123486 | -44223 | -123486 | -195724 | -181894 | -195724 |
Avg Bars in Trades | 162 | 125 | 198 | 162 | 125 | 198 |
Avg Bars in Winners | 158 | 107 | 198 | 151 | 117 | 180 |
Avg Bars in Losers | 166 | 141 | 197 | 172 | 132 | 215 |
Bars Traded | 10889 | 4147 | 6742 | 10889 | 4147 | 6742 |
Profit Streak | 0 | 107.2159 | 0 | 18.5492 | 0 | 35.3825 |
Trades During Streak | 0 | 2 | 0 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -112298 | 404740 | -580032 | -702364 | -130300 | -580252 |
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{ "first_band": { "type": "ema", "factors": { "length": 209, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 139, "offset": 0 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 209, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 139, "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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