Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 474853.2681 | 384163.6608 | 90689.6073 | 492997.4704 | 205543.02 | 287454.4504 |
Total P&L (%) | 474.8533 | 384.1637 | 90.6896 | 492.9975 | 205.543 | 287.4545 |
Avg Daily Profit (%) | 0.4559 | 0.3688 | 0.0871 | 0.171 | 0.1073 | 0.1301 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -62165 | -76055 | -62761 | -203837 | -327723 | -138017 |
Profit Factor | 2.1529 | 2.5327 | 1.5625 | 1.4209 | 1.2779 | 1.666 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 37 | 15 | 22 | 37 | 15 | 22 |
Losing Trades | 51 | 29 | 22 | 51 | 29 | 22 |
Profitability (%) | 42.0455 | 34.0909 | 50 | 42.0455 | 34.0909 | 50 |
Ratio Avg Win / Avg Loss | 2.9675 | 4.8965 | 1.5625 | 1.9585 | 2.4706 | 1.666 |
Largest Winning Trade | 342273 | 342273 | 37055 | 359519 | 359519 | 120237 |
Largest Losing Trade | -20174 | -20174 | -16249 | -92071 | -92071 | -83328 |
Avg Bars in Trades | 273 | 249 | 298 | 273 | 249 | 298 |
Avg Bars in Winners | 447 | 457 | 440 | 447 | 457 | 440 |
Avg Bars in Losers | 148 | 141 | 156 | 148 | 141 | 156 |
Bars Traded | 24095 | 10972 | 13123 | 24095 | 10972 | 13123 |
Profit Streak | 51.6018 | 51.6018 | 60.7268 | 51.6018 | 51.6018 | 60.7268 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 448451 | 299784 | -72889 | 282995 | -54268 | -15137 |
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{ "first_band": { "type": "ema", "factors": { "length": 153, "offset": 124 } }, "second_band": { "type": "sma", "factors": { "length": 211, "offset": 0 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 153, "offset": 124 } }, "second_band": { "type": "sma", "factors": { "length": 211, "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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