Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 72873.3175 | 6082.0306 | 66791.2868 | 80085.8328 | 12333.8852 | 67751.9475 |
Total P&L (%) | 72.8733 | 6.082 | 66.7913 | 80.0858 | 12.3339 | 67.7519 |
Avg Daily Profit (%) | 0.2798 | 0.0234 | 0.2565 | 0.2261 | 0.0447 | 0.1988 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -38174 | -38251 | -15219 | -36443 | -35983 | -17525 |
Profit Factor | 1.5088 | 1.0647 | 2.3568 | 1.4767 | 1.1207 | 2.0302 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 70 | 33 | 37 | 70 | 33 | 37 |
Losing Trades | 23 | 13 | 10 | 23 | 13 | 10 |
Profitability (%) | 75.2688 | 71.7391 | 78.7234 | 75.2688 | 71.7391 | 78.7234 |
Ratio Avg Win / Avg Loss | 0.4957 | 0.4194 | 0.637 | 0.4852 | 0.4415 | 0.5487 |
Largest Winning Trade | 8495 | 7796 | 8495 | 9337 | 8793 | 9337 |
Largest Losing Trade | -27809 | -27809 | -13066 | -25631 | -25631 | -17525 |
Avg Bars in Trades | 258 | 286 | 231 | 258 | 286 | 231 |
Avg Bars in Winners | 154 | 164 | 145 | 154 | 164 | 145 |
Avg Bars in Losers | 575 | 596 | 548 | 575 | 596 | 548 |
Bars Traded | 24071 | 13187 | 10884 | 24071 | 13187 | 10884 |
Profit Streak | 12.6257 | 29.9486 | 12.6257 | 12.6257 | 29.9486 | 12.6257 |
Trades During Streak | 2 | 5 | 1 | 2 | 5 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 413460 | -475432 | 454454 | 389891 | -312851 | 416342 |
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{ "first_band": { "type": "ema", "factors": { "length": 98, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 178, "offset": 0 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 98, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 178, "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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