Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 84667.745 | 62296.8357 | 22370.9092 | 63296.529 | 53458.5367 | 9837.9923 |
Total P&L (%) | 84.6677 | 62.2968 | 22.3709 | 63.2965 | 53.4585 | 9.838 |
Avg Daily Profit (%) | 0.3179 | 0.2339 | 0.084 | 0.1843 | 0.1609 | 0.0352 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -58016 | -34834 | -50341 | -74143 | -32559 | -61423 |
Profit Factor | 1.4224 | 1.6493 | 1.2141 | 1.2976 | 1.511 | 1.091 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Losing Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Profitability (%) | 51.5152 | 51.5152 | 51.5152 | 51.5152 | 51.5152 | 51.5152 |
Ratio Avg Win / Avg Loss | 1.3388 | 1.5523 | 1.1427 | 1.2213 | 1.4222 | 1.0268 |
Largest Winning Trade | 41389 | 41389 | 29104 | 37297 | 37297 | 26103 |
Largest Losing Trade | -17073 | -17073 | -16890 | -23761 | -23761 | -13906 |
Avg Bars in Trades | 188 | 188 | 189 | 188 | 188 | 189 |
Avg Bars in Winners | 245 | 268 | 222 | 245 | 268 | 222 |
Avg Bars in Losers | 128 | 102 | 154 | 128 | 102 | 154 |
Bars Traded | 12472 | 6208 | 6264 | 12472 | 6208 | 6264 |
Profit Streak | 282.1955 | 282.1955 | 295.008 | 282.1955 | 282.1955 | 295.008 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -118870 | 356550 | -86387 | -121221 | 249888 | -431835 |
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{ "first_band": { "type": "ema", "factors": { "length": 148, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 87, "offset": 0 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 148, "offset": 0 } }, "second_band": { "type": "sma", "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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