Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 621968.1853 | 687274.7375 | -65306.5522 | 95923.5262 | 383272.7672 | -287349.241 |
Total P&L (%) | 621.9682 | 687.2747 | -65.3066 | 95.9235 | 383.2728 | -287.3492 |
Avg Daily Profit (%) | 0.2859 | 0.316 | -0.03 | 0.0309 | 0.0725 | 0 |
Buy And Hold Return (%) | 210.8808 | 210.8808 | 210.8808 | 210.8808 | 210.8808 | 210.8808 |
Max Trade Drawdown | -143037 | -81611 | -115621 | -788954 | -537007 | -414596 |
Profit Factor | 1.8283 | 3.1776 | 0.85 | 1.0477 | 1.4107 | 0.7333 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 35 | 19 | 16 | 35 | 19 | 16 |
Losing Trades | 56 | 27 | 29 | 56 | 27 | 29 |
Profitability (%) | 38.4615 | 41.3043 | 35.5556 | 38.4615 | 41.3043 | 35.5556 |
Ratio Avg Win / Avg Loss | 2.9252 | 4.5155 | 1.5406 | 1.6763 | 2.0046 | 1.329 |
Largest Winning Trade | 283043 | 283043 | 71930 | 401643 | 401643 | 200647 |
Largest Losing Trade | -55725 | -27993 | -55725 | -267296 | -264107 | -267296 |
Avg Bars in Trades | 138 | 132 | 144 | 138 | 132 | 144 |
Avg Bars in Winners | 226 | 205 | 251 | 226 | 205 | 251 |
Avg Bars in Losers | 83 | 80 | 85 | 83 | 80 | 85 |
Bars Traded | 12594 | 6080 | 6512 | 12594 | 6080 | 6512 |
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 | 174261 | 320859 | -583551 | -488531 | -105744 | -584662 |
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{ "first_band": { "type": "ema", "factors": { "length": 117, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 59, "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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