Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1558935.7283 | 1414891.487 | 144044.2414 | 1032261.6657 | -626150.7693 | 1658412.4351 |
Total P&L (%) | 1558.9357 | 1414.8915 | 144.0442 | 1032.2617 | -626.1508 | 1658.4124 |
Avg Daily Profit (%) | 0.6597 | 0.5988 | 0.061 | 0.1028 | 0 | 0.1214 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -103311 | -81259 | -108021 | -2002460 | -1876584 | -1049776 |
Profit Factor | 3.39 | 5.6274 | 1.4157 | 1.1439 | 0.8426 | 1.5189 |
Total Trades | 116 | 58 | 58 | 116 | 58 | 58 |
Winning Trades | 58 | 26 | 32 | 58 | 26 | 32 |
Losing Trades | 58 | 32 | 26 | 58 | 32 | 26 |
Profitability (%) | 50 | 44.8276 | 55.1724 | 50 | 44.8276 | 55.1724 |
Ratio Avg Win / Avg Loss | 3.39 | 6.9261 | 1.1503 | 1.1439 | 1.037 | 1.2341 |
Largest Winning Trade | 1403422 | 1403422 | 64117 | 914003 | 824024 | 914003 |
Largest Losing Trade | -49102 | -28446 | -49102 | -643673 | -643673 | -561149 |
Avg Bars in Trades | 119 | 92 | 146 | 119 | 92 | 146 |
Avg Bars in Winners | 162 | 132 | 186 | 162 | 132 | 186 |
Avg Bars in Losers | 75 | 59 | 96 | 75 | 59 | 96 |
Bars Traded | 13820 | 5341 | 8479 | 13820 | 5341 | 8479 |
Profit Streak | 13.0336 | 13.0336 | 17.867 | 13.0336 | 13.0336 | 17.867 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 714174 | -161757 | -289557 | -116227 | -760569 | -207917 |
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{ "first_band": { "type": "ema", "factors": { "length": 232, "offset": 63 } }, "second_band": { "type": "pwma", "factors": { "length": 109, "offset": 0 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 232, "offset": 63 } }, "second_band": { "type": "pwma", "factors": { "length": 109, "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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