Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 167706.7834 | 114224.5001 | 53482.2832 | 156644.3841 | 116662.543 | 39981.8411 |
Total P&L (%) | 167.7068 | 114.2245 | 53.4823 | 156.6444 | 116.6625 | 39.9818 |
Avg Daily Profit (%) | 0.1823 | 0.1241 | 0.0581 | 0.1025 | 0.0841 | 0.0366 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -63027 | -49999 | -52960 | -236829 | -196186 | -177449 |
Profit Factor | 1.3613 | 1.5321 | 1.2144 | 1.1485 | 1.2305 | 1.0729 |
Total Trades | 167 | 83 | 84 | 167 | 83 | 84 |
Winning Trades | 80 | 43 | 37 | 80 | 43 | 37 |
Losing Trades | 87 | 40 | 47 | 87 | 40 | 47 |
Profitability (%) | 47.9042 | 51.8072 | 44.0476 | 47.9042 | 51.8072 | 44.0476 |
Ratio Avg Win / Avg Loss | 1.4804 | 1.4252 | 1.5426 | 1.249 | 1.1446 | 1.3629 |
Largest Winning Trade | 42101 | 42101 | 32898 | 96513 | 96513 | 55325 |
Largest Losing Trade | -30365 | -30365 | -22906 | -116401 | -116401 | -65402 |
Avg Bars in Trades | 130 | 132 | 127 | 130 | 132 | 127 |
Avg Bars in Winners | 165 | 167 | 162 | 165 | 167 | 162 |
Avg Bars in Losers | 98 | 95 | 100 | 98 | 95 | 100 |
Bars Traded | 21750 | 11022 | 10728 | 21750 | 11022 | 10728 |
Profit Streak | 136.3636 | 0 | 149.6552 | 136.3636 | 0 | 149.6552 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 308066 | -25873 | -117413 | -112672 | -81154 | -288311 |
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{ "first_band": { "type": "sma", "factors": { "length": 147, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 162, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 147, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 162, "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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