Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 36809.2312 | -19691.1371 | 56500.3684 | 27413.841 | -25198.2748 | 52612.1158 |
Total P&L (%) | 36.8092 | -19.6911 | 56.5004 | 27.4138 | -25.1983 | 52.6121 |
Avg Daily Profit (%) | 0.1413 | -0.0756 | 0.217 | 0.0931 | -0.1114 | 0.1625 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -26135 | -24897 | -18067 | -27877 | -25822 | -21630 |
Profit Factor | 1.2702 | 0.7837 | 2.2506 | 1.189 | 0.737 | 2.0683 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 46 | 20 | 26 | 46 | 20 | 26 |
Losing Trades | 27 | 17 | 10 | 27 | 17 | 10 |
Profitability (%) | 63.0137 | 54.0541 | 72.2222 | 63.0137 | 54.0541 | 72.2222 |
Ratio Avg Win / Avg Loss | 0.7456 | 0.6661 | 0.8656 | 0.6979 | 0.6264 | 0.7955 |
Largest Winning Trade | 10583 | 9010 | 10583 | 10065 | 8798 | 10065 |
Largest Losing Trade | -17791 | -16152 | -17791 | -20055 | -16692 | -20055 |
Avg Bars in Trades | 331 | 370 | 291 | 331 | 370 | 291 |
Avg Bars in Winners | 196 | 194 | 198 | 196 | 194 | 198 |
Avg Bars in Losers | 562 | 578 | 536 | 562 | 578 | 536 |
Bars Traded | 24222 | 13712 | 10510 | 24222 | 13712 | 10510 |
Profit Streak | 0 | 0 | 18.5892 | 0 | 0 | 18.5892 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -84323 | -581642 | 393156 | -162048 | -581642 | 354384 |
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{ "first_band": { "type": "ema", "factors": { "length": 203, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 86, "offset": 214 } } }
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# | 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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