Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 84484.1069 | 64153.5709 | 20330.536 | 96239.5326 | 79458.3806 | 16781.152 |
Total P&L (%) | 84.4841 | 64.1536 | 20.3305 | 96.2395 | 79.4584 | 16.7812 |
Avg Daily Profit (%) | 0.3801 | 0.2887 | 0.0915 | 0.3038 | 0.2635 | 0.0698 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -24170 | -11814 | -25410 | -47965 | -22063 | -53421 |
Profit Factor | 1.5294 | 2.0015 | 1.2128 | 1.3636 | 1.754 | 1.1054 |
Total Trades | 134 | 67 | 67 | 134 | 67 | 67 |
Winning Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Losing Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Profitability (%) | 51.4925 | 52.2388 | 50.7463 | 51.4925 | 52.2388 | 50.7463 |
Ratio Avg Win / Avg Loss | 1.4407 | 1.8299 | 1.1771 | 1.2846 | 1.6036 | 1.0728 |
Largest Winning Trade | 25481 | 25481 | 16144 | 33993 | 33993 | 24968 |
Largest Losing Trade | -14276 | -8031 | -14276 | -22066 | -14424 | -22066 |
Avg Bars in Trades | 35 | 35 | 35 | 35 | 35 | 35 |
Avg Bars in Winners | 32 | 37 | 27 | 32 | 37 | 27 |
Avg Bars in Losers | 39 | 34 | 43 | 39 | 34 | 43 |
Bars Traded | 4788 | 2410 | 2378 | 4788 | 2410 | 2378 |
Profit Streak | 15.3741 | 16.2491 | 0 | 15.3741 | 16.2491 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 369395 | -105045 | -196056 | 309447 | -105348 | -331474 |
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{ "first_band": { "type": "ema", "factors": { "length": 98, "offset": 0 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "offset": 162 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 98, "offset": 0 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "offset": 162 } } }
# | 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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