Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 414480.5051 | 391423.6046 | 23056.9005 | 360805.168 | -313206.7328 | 674011.9008 |
Total P&L (%) | 414.4805 | 391.4236 | 23.0569 | 360.8052 | -313.2067 | 674.0119 |
Avg Daily Profit (%) | 0.2148 | 0.2028 | 0.0119 | 0.0792 | 0 | 0.1061 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -145495 | -70795 | -203522 | -633395 | -607787 | -409500 |
Profit Factor | 1.495 | 2.0987 | 1.0479 | 1.1134 | 0.8204 | 1.4688 |
Total Trades | 134 | 67 | 67 | 134 | 67 | 67 |
Winning Trades | 81 | 36 | 45 | 69 | 31 | 38 |
Losing Trades | 53 | 31 | 22 | 65 | 36 | 29 |
Profitability (%) | 60.4478 | 53.7313 | 67.1642 | 51.4925 | 46.2687 | 56.7164 |
Ratio Avg Win / Avg Loss | 0.9782 | 1.8072 | 0.5123 | 1.0488 | 0.9528 | 1.1209 |
Largest Winning Trade | 92750 | 92750 | 55786 | 449092 | 249339 | 449092 |
Largest Losing Trade | -137382 | -49133 | -137382 | -326270 | -268586 | -326270 |
Avg Bars in Trades | 168 | 138 | 198 | 168 | 138 | 198 |
Avg Bars in Winners | 175 | 158 | 188 | 176 | 146 | 200 |
Avg Bars in Losers | 158 | 114 | 219 | 160 | 131 | 196 |
Bars Traded | 22591 | 9273 | 13318 | 22591 | 9273 | 13318 |
Profit Streak | 0 | 28.6734 | 0 | 0 | 28.6734 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 326360 | -103553 | -465657 | -182450 | -698179 | -165614 |
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{ "first_band": { "type": "ema", "factors": { "length": 180, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 132, "offset": 0 } } }
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# | 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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