Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 75802.2187 | 66713.3935 | 9088.8252 | 89873.7379 | 81383.3091 | 8490.4288 |
Total P&L (%) | 75.8022 | 66.7134 | 9.0888 | 89.8737 | 81.3833 | 8.4904 |
Avg Daily Profit (%) | 0.8732 | 0.7685 | 0.1047 | 0.7413 | 0.6883 | 0.0939 |
Buy And Hold Return (%) | 13.0539 | 13.0539 | 13.0539 | 13.0539 | 13.0539 | 13.0539 |
Max Trade Drawdown | -28875 | -19519 | -12960 | -29739 | -20068 | -13320 |
Profit Factor | 1.7836 | 2.3798 | 1.1878 | 1.8606 | 2.5405 | 1.1645 |
Total Trades | 124 | 62 | 62 | 124 | 62 | 62 |
Winning Trades | 48 | 25 | 23 | 48 | 25 | 23 |
Losing Trades | 76 | 37 | 39 | 76 | 37 | 39 |
Profitability (%) | 38.7097 | 40.3226 | 37.0968 | 38.7097 | 40.3226 | 37.0968 |
Ratio Avg Win / Avg Loss | 2.824 | 3.5221 | 2.0141 | 2.946 | 3.7599 | 1.9747 |
Largest Winning Trade | 38862 | 38862 | 8090 | 45855 | 45855 | 8225 |
Largest Losing Trade | -4162 | -3274 | -4162 | -5202 | -5202 | -4543 |
Avg Bars in Trades | 189 | 193 | 186 | 189 | 193 | 186 |
Avg Bars in Winners | 357 | 384 | 329 | 357 | 384 | 329 |
Avg Bars in Losers | 83 | 64 | 102 | 83 | 64 | 102 |
Bars Traded | 23558 | 11992 | 11566 | 23558 | 11992 | 11566 |
Profit Streak | 4.962 | 5.6877 | 0 | 4.962 | 5.6877 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 372635 | -143433 | -392934 | 373524 | -143338 | -432923 |
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{ "first_band": { "type": "ema", "factors": { "length": 199, "offset": 83 } }, "second_band": { "type": "hma", "factors": { "length": 124, "offset": 0 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 199, "offset": 83 } }, "second_band": { "type": "hma", "factors": { "length": 124, "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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