Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 67427.9447 | 40208.5172 | 27219.4275 | 58541.9617 | 45491.9335 | 13050.0282 |
Total P&L (%) | 67.4279 | 40.2085 | 27.2194 | 58.542 | 45.4919 | 13.05 |
Avg Daily Profit (%) | 0.4854 | 0.2895 | 0.196 | 0.3323 | 0.2703 | 0.0883 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -35622 | -23028 | -40319 | -41402 | -22570 | -46417 |
Profit Factor | 1.433 | 1.6623 | 1.2864 | 1.3396 | 1.7423 | 1.1175 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Losing Trades | 27 | 13 | 14 | 27 | 13 | 14 |
Profitability (%) | 71.2766 | 72.3404 | 70.2128 | 71.2766 | 72.3404 | 70.2128 |
Ratio Avg Win / Avg Loss | 0.5775 | 0.6356 | 0.5458 | 0.5399 | 0.6662 | 0.4741 |
Largest Winning Trade | 12821 | 11101 | 12821 | 11999 | 11817 | 11999 |
Largest Losing Trade | -31993 | -19261 | -31993 | -35428 | -19378 | -35428 |
Avg Bars in Trades | 137 | 140 | 135 | 137 | 140 | 135 |
Avg Bars in Winners | 99 | 112 | 87 | 99 | 112 | 87 |
Avg Bars in Losers | 232 | 216 | 247 | 232 | 216 | 247 |
Bars Traded | 12971 | 6625 | 6346 | 12971 | 6625 | 6346 |
Profit Streak | 139.7581 | 139.7581 | 146.7269 | 139.7581 | 139.7581 | 146.7269 |
Trades During Streak | 6 | 3 | 6 | 6 | 3 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 434537 | 327594 | 177356 | 345574 | 344160 | -236504 |
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{ "first_band": { "type": "sma", "factors": { "length": 73, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 160, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 73, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 160, "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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