Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 54338.4308 | -4228.2741 | 58566.7049 | 52517.6982 | -4656.8382 | 57174.5364 |
Total P&L (%) | 54.3384 | -4.2283 | 58.5667 | 52.5177 | -4.6568 | 57.1745 |
Avg Daily Profit (%) | 0.2087 | -0.0162 | 0.2249 | 0.1622 | -0.0183 | 0.1738 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -30335 | -41088 | -14271 | -30684 | -43877 | -16813 |
Profit Factor | 1.4717 | 0.9441 | 2.4819 | 1.4423 | 0.9399 | 2.385 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 52 | 24 | 28 | 52 | 24 | 28 |
Losing Trades | 18 | 11 | 7 | 18 | 11 | 7 |
Profitability (%) | 74.2857 | 68.5714 | 80 | 74.2857 | 68.5714 | 80 |
Ratio Avg Win / Avg Loss | 0.5094 | 0.4327 | 0.6205 | 0.4993 | 0.4308 | 0.5962 |
Largest Winning Trade | 10070 | 8782 | 10070 | 9986 | 8766 | 9986 |
Largest Losing Trade | -23298 | -23298 | -14271 | -23702 | -23702 | -16813 |
Avg Bars in Trades | 346 | 399 | 292 | 346 | 399 | 292 |
Avg Bars in Winners | 177 | 208 | 152 | 177 | 208 | 152 |
Avg Bars in Losers | 832 | 818 | 855 | 832 | 818 | 855 |
Bars Traded | 24236 | 13993 | 10243 | 24236 | 13993 | 10243 |
Profit Streak | 11.9117 | 25.87 | 11.9117 | 11.9117 | 25.87 | 11.9117 |
Trades During Streak | 4 | 4 | 2 | 4 | 4 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -89059 | -578272 | 453411 | -89756 | -578272 | 427613 |
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{ "first_band": { "type": "ema", "factors": { "length": 195, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 185, "offset": 0 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 195, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 185, "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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