Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 739452.007 | 603131.4582 | 136320.5489 | 1334668.3198 | 467321.9897 | 867346.3301 |
Total P&L (%) | 739.452 | 603.1315 | 136.3205 | 1334.6683 | 467.322 | 867.3463 |
Avg Daily Profit (%) | 0.3064 | 0.2499 | 0.0565 | 0.1104 | 0.072 | 0.0941 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -93406 | -78757 | -149624 | -690783 | -662385 | -541855 |
Profit Factor | 2.1062 | 2.8077 | 1.4071 | 1.3242 | 1.2052 | 1.4717 |
Total Trades | 114 | 57 | 57 | 114 | 57 | 57 |
Winning Trades | 47 | 21 | 26 | 47 | 21 | 26 |
Losing Trades | 67 | 36 | 31 | 67 | 36 | 31 |
Profitability (%) | 41.2281 | 36.8421 | 45.614 | 41.2281 | 36.8421 | 45.614 |
Ratio Avg Win / Avg Loss | 3.0024 | 4.8132 | 1.6777 | 1.8877 | 2.066 | 1.7547 |
Largest Winning Trade | 280434 | 280434 | 72676 | 644217 | 481531 | 644217 |
Largest Losing Trade | -42383 | -32755 | -42383 | -457404 | -270236 | -457404 |
Avg Bars in Trades | 61 | 52 | 71 | 61 | 52 | 71 |
Avg Bars in Winners | 105 | 93 | 114 | 105 | 93 | 114 |
Avg Bars in Losers | 31 | 29 | 34 | 31 | 29 | 34 |
Bars Traded | 7054 | 3007 | 4047 | 7054 | 3007 | 4047 |
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 | 354378 | -171626 | -297402 | -46917 | -281707 | -246466 |
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{ "first_band": { "type": "ema", "factors": { "length": 51, "offset": 32 } }, "second_band": { "type": "sma", "factors": { "length": 80, "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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