Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 84878.1236 | 33305.5787 | 51572.5449 | 82791.0676 | 44489.6253 | 38301.4423 |
Total P&L (%) | 84.8781 | 33.3056 | 51.5725 | 82.7911 | 44.4896 | 38.3014 |
Avg Daily Profit (%) | 0.3259 | 0.1279 | 0.198 | 0.2319 | 0.1414 | 0.1246 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -54986 | -35198 | -31372 | -85807 | -44983 | -74620 |
Profit Factor | 1.3499 | 1.2401 | 1.4967 | 1.2441 | 1.2557 | 1.232 |
Total Trades | 134 | 67 | 67 | 134 | 67 | 67 |
Winning Trades | 70 | 34 | 36 | 70 | 34 | 36 |
Losing Trades | 64 | 33 | 31 | 64 | 33 | 31 |
Profitability (%) | 52.2388 | 50.7463 | 53.7313 | 52.2388 | 50.7463 | 53.7313 |
Ratio Avg Win / Avg Loss | 1.2342 | 1.2036 | 1.2888 | 1.1375 | 1.2188 | 1.0608 |
Largest Winning Trade | 25722 | 25722 | 16248 | 27478 | 27478 | 18743 |
Largest Losing Trade | -19843 | -15247 | -19843 | -45308 | -18317 | -45308 |
Avg Bars in Trades | 183 | 190 | 176 | 183 | 190 | 176 |
Avg Bars in Winners | 177 | 185 | 170 | 177 | 185 | 170 |
Avg Bars in Losers | 189 | 194 | 184 | 189 | 194 | 184 |
Bars Traded | 24568 | 12737 | 11831 | 24568 | 12737 | 11831 |
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 | 300102 | -143362 | -109930 | 247888 | -124228 | -146978 |
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{ "first_band": { "type": "sma", "factors": { "length": 145, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 208, "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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