Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 132295.165 | 44883.8486 | 87411.3165 | 168711.1671 | 33989.6701 | 134721.4971 |
Total P&L (%) | 132.2952 | 44.8838 | 87.4113 | 168.7112 | 33.9897 | 134.7215 |
Avg Daily Profit (%) | 0.254 | 0.0862 | 0.1678 | 0.19 | 0.0562 | 0.164 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -61896 | -49323 | -37807 | -63503 | -62158 | -37326 |
Profit Factor | 1.6177 | 1.3195 | 2.1862 | 1.6472 | 1.188 | 2.6858 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 59 | 27 | 32 | 59 | 27 | 32 |
Losing Trades | 23 | 14 | 9 | 23 | 14 | 9 |
Profitability (%) | 71.9512 | 65.8537 | 78.0488 | 71.9512 | 65.8537 | 78.0488 |
Ratio Avg Win / Avg Loss | 0.6306 | 0.6842 | 0.6149 | 0.6421 | 0.616 | 0.7554 |
Largest Winning Trade | 20962 | 20962 | 10255 | 18200 | 18200 | 16605 |
Largest Losing Trade | -27428 | -27428 | -20061 | -34835 | -34835 | -18620 |
Avg Bars in Trades | 301 | 324 | 277 | 301 | 324 | 277 |
Avg Bars in Winners | 180 | 167 | 190 | 180 | 167 | 190 |
Avg Bars in Losers | 612 | 629 | 586 | 612 | 629 | 586 |
Bars Traded | 24706 | 13322 | 11384 | 24706 | 13322 | 11384 |
Profit Streak | 17.467 | 17.467 | 64.1753 | 17.467 | 17.467 | 64.1753 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 130376 | -79063 | 477802 | 112719 | -133897 | 511324 |
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{ "first_band": { "type": "ema", "factors": { "length": 155, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 141, "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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