Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 465449.2916 | 385702.2975 | 79746.9941 | 472526.7751 | 260540.9446 | 211985.8305 |
Total P&L (%) | 465.4493 | 385.7023 | 79.747 | 472.5268 | 260.5409 | 211.9858 |
Avg Daily Profit (%) | 0.2877 | 0.2384 | 0.0493 | 0.1079 | 0.0793 | 0.0703 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -110802 | -170192 | -122851 | -976506 | -1302511 | -484611 |
Profit Factor | 1.5001 | 1.8144 | 1.1745 | 1.1031 | 1.1058 | 1.1 |
Total Trades | 222 | 111 | 111 | 222 | 111 | 111 |
Winning Trades | 89 | 40 | 49 | 89 | 40 | 49 |
Losing Trades | 133 | 71 | 62 | 133 | 71 | 62 |
Profitability (%) | 40.0901 | 36.036 | 44.1441 | 40.0901 | 36.036 | 44.1441 |
Ratio Avg Win / Avg Loss | 2.2417 | 3.2205 | 1.4861 | 1.6484 | 1.9627 | 1.3918 |
Largest Winning Trade | 146538 | 146538 | 45654 | 457001 | 457001 | 299336 |
Largest Losing Trade | -25529 | -22196 | -25529 | -151806 | -131865 | -151806 |
Avg Bars in Trades | 85 | 78 | 93 | 85 | 78 | 93 |
Avg Bars in Winners | 146 | 145 | 148 | 146 | 145 | 148 |
Avg Bars in Losers | 44 | 41 | 49 | 44 | 41 | 49 |
Bars Traded | 19062 | 8738 | 10324 | 19062 | 8738 | 10324 |
Profit Streak | 497.1533 | 502.2366 | 0 | 497.1533 | 502.2366 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 312501 | 226297 | -158227 | -157062 | -195257 | -212099 |
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{ "first_band": { "type": "ema", "factors": { "length": 123, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 30, "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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