Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 85334.0106 | 50246.0943 | 35087.9164 | 91051.4664 | 63328.3269 | 27723.1395 |
Total P&L (%) | 85.334 | 50.2461 | 35.0879 | 91.0515 | 63.3283 | 27.7231 |
Avg Daily Profit (%) | 0.6143 | 0.3617 | 0.2526 | 0.4671 | 0.3538 | 0.1763 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -57411 | -28155 | -42670 | -76016 | -27532 | -61322 |
Profit Factor | 1.2964 | 1.3888 | 1.2212 | 1.2591 | 1.4188 | 1.1385 |
Total Trades | 223 | 111 | 112 | 223 | 111 | 112 |
Winning Trades | 104 | 51 | 53 | 104 | 51 | 53 |
Losing Trades | 119 | 60 | 59 | 119 | 60 | 59 |
Profitability (%) | 46.6368 | 45.9459 | 47.3214 | 46.6368 | 45.9459 | 47.3214 |
Ratio Avg Win / Avg Loss | 1.4834 | 1.6339 | 1.3594 | 1.4407 | 1.6692 | 1.2674 |
Largest Winning Trade | 19128 | 19128 | 13960 | 24713 | 24713 | 15116 |
Largest Losing Trade | -16277 | -9944 | -16277 | -20969 | -9752 | -20969 |
Avg Bars in Trades | 58 | 57 | 59 | 58 | 57 | 59 |
Avg Bars in Winners | 75 | 76 | 74 | 75 | 76 | 74 |
Avg Bars in Losers | 43 | 42 | 45 | 43 | 42 | 45 |
Bars Traded | 13044 | 6417 | 6627 | 13044 | 6417 | 6627 |
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 | 334876 | 209057 | 69651 | 281377 | 244622 | -67177 |
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{ "first_band": { "type": "sma", "factors": { "length": 69, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 77, "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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