Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 925106.9103 | 814551.0626 | 110555.8477 | 9850.224 | -142273.8487 | 152124.0727 |
Total P&L (%) | 925.1069 | 814.5511 | 110.5558 | 9.8502 | -142.2738 | 152.1241 |
Avg Daily Profit (%) | 0.3924 | 0.3455 | 0.0469 | 0.004 | 0 | 0.0392 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -175306 | -83481 | -183536 | -131088 | -181101 | -88924 |
Profit Factor | 2.6572 | 3.7918 | 1.4149 | 1.0186 | 0.5887 | 1.8327 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 28 | 10 | 18 | 28 | 10 | 18 |
Losing Trades | 33 | 21 | 12 | 33 | 21 | 12 |
Profitability (%) | 45.9016 | 32.2581 | 60 | 45.9016 | 32.2581 | 60 |
Ratio Avg Win / Avg Loss | 3.1317 | 7.9627 | 0.9433 | 1.2005 | 1.2364 | 1.2218 |
Largest Winning Trade | 759236 | 759236 | 60647 | 73581 | 66362 | 73581 |
Largest Losing Trade | -89123 | -29513 | -89123 | -68974 | -68974 | -68280 |
Avg Bars in Trades | 151 | 128 | 175 | 151 | 128 | 175 |
Avg Bars in Winners | 230 | 208 | 242 | 230 | 208 | 242 |
Avg Bars in Losers | 84 | 90 | 74 | 84 | 90 | 74 |
Bars Traded | 9251 | 3998 | 5253 | 9251 | 3998 | 5253 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -152843 | 333016 | -129918 | -720895 | -586050 | -136885 |
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{ "first_band": { "type": "sma", "factors": { "length": 147, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 87, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 147, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 87, "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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