Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 412518.4523 | 376770.4682 | 35747.9841 | 16955.5044 | -18532.9621 | 35488.4666 |
Total P&L (%) | 412.5185 | 376.7705 | 35.748 | 16.9555 | -18.533 | 35.4885 |
Avg Daily Profit (%) | 0.2184 | 0.1995 | 0.0189 | 0.0083 | -0.0109 | 0.0161 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -147616 | -69310 | -119846 | -618315 | -502036 | -346673 |
Profit Factor | 1.7981 | 2.4418 | 1.1399 | 1.0117 | 0.9782 | 1.0589 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Losing Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Profitability (%) | 52.459 | 53.3333 | 51.6129 | 52.459 | 53.3333 | 51.6129 |
Ratio Avg Win / Avg Loss | 1.6295 | 2.1366 | 1.0686 | 0.9168 | 0.8559 | 0.9927 |
Largest Winning Trade | 361640 | 361640 | 42345 | 422626 | 422626 | 147894 |
Largest Losing Trade | -61383 | -57601 | -61383 | -392162 | -392162 | -203948 |
Avg Bars in Trades | 58 | 39 | 76 | 58 | 39 | 76 |
Avg Bars in Winners | 56 | 30 | 83 | 56 | 30 | 83 |
Avg Bars in Losers | 60 | 50 | 69 | 60 | 50 | 69 |
Bars Traded | 3570 | 1198 | 2372 | 3570 | 1198 | 2372 |
Profit Streak | 44.6035 | 0 | 62.1035 | 44.6035 | 0 | 62.1035 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -153937 | 455540 | -236105 | -565138 | -580393 | -330664 |
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{ "first_band": { "type": "ema", "factors": { "length": 201, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 74, "offset": 0 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 201, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 74, "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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