Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 700676.0237 | 479288.3531 | 221387.6706 | 1258345.5738 | 722136.1878 | 536209.386 |
Total P&L (%) | 700.676 | 479.2884 | 221.3877 | 1258.3456 | 722.1362 | 536.2094 |
Avg Daily Profit (%) | 0.3241 | 0.2217 | 0.1024 | 0.1207 | 0.0975 | 0.0856 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -119164 | -89154 | -80697 | -10603848 | -5075909 | -8716351 |
Profit Factor | 2.1597 | 3.0163 | 1.6041 | 1.0416 | 1.0687 | 1.0272 |
Total Trades | 99 | 50 | 49 | 99 | 50 | 49 |
Winning Trades | 60 | 26 | 34 | 60 | 26 | 34 |
Losing Trades | 39 | 24 | 15 | 39 | 24 | 15 |
Profitability (%) | 60.6061 | 52 | 69.3878 | 60.6061 | 52 | 69.3878 |
Ratio Avg Win / Avg Loss | 1.4038 | 2.7843 | 0.7077 | 0.677 | 0.9865 | 0.4532 |
Largest Winning Trade | 107452 | 107452 | 57949 | 2919683 | 2082249 | 2919683 |
Largest Losing Trade | -79054 | -40205 | -79054 | -7994644 | -3431838 | -7994644 |
Avg Bars in Trades | 41 | 31 | 51 | 41 | 31 | 51 |
Avg Bars in Winners | 38 | 29 | 44 | 38 | 29 | 44 |
Avg Bars in Losers | 46 | 32 | 68 | 46 | 32 | 68 |
Bars Traded | 4081 | 1550 | 2531 | 4081 | 1550 | 2531 |
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 | 494426 | -166228 | -53406 | -206198 | -388841 | -267924 |
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{ "first_band": { "type": "ema", "factors": { "length": 120, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 66, "offset": 0 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 120, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 66, "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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