Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 320635.2367 | 298135.6855 | 22499.5512 | 3425078.922 | 1416494.9109 | 2008584.0111 |
Total P&L (%) | 320.6352 | 298.1357 | 22.4996 | 3425.0789 | 1416.4949 | 2008.584 |
Avg Daily Profit (%) | 0.1477 | 0.1374 | 0.0104 | 0.1643 | 0.1254 | 0.1406 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -350049 | -78301 | -326492 | -1575905 | -1161443 | -697496 |
Profit Factor | 1.4701 | 2.256 | 1.0506 | 1.9159 | 1.7618 | 2.0683 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 59 | 28 | 31 | 59 | 29 | 30 |
Losing Trades | 33 | 18 | 15 | 33 | 17 | 16 |
Profitability (%) | 64.1304 | 60.8696 | 67.3913 | 64.1304 | 63.0435 | 65.2174 |
Ratio Avg Win / Avg Loss | 0.8223 | 1.4503 | 0.5084 | 1.0716 | 1.0328 | 1.1031 |
Largest Winning Trade | 67456 | 54477 | 67456 | 593658 | 593658 | 540090 |
Largest Losing Trade | -209738 | -52498 | -209738 | -669279 | -669279 | -558756 |
Avg Bars in Trades | 134 | 156 | 112 | 134 | 156 | 112 |
Avg Bars in Winners | 109 | 127 | 92 | 116 | 131 | 102 |
Avg Bars in Losers | 179 | 202 | 153 | 166 | 200 | 130 |
Bars Traded | 12382 | 7219 | 5163 | 12382 | 7219 | 5163 |
Profit Streak | 101.2036 | 111.0369 | 101.2036 | 101.2036 | 111.0369 | 101.2036 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 250544 | -4406 | -347853 | 488609 | -20675 | 17013 |
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{ "first_band": { "type": "sma", "factors": { "length": 86, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 136, "offset": 0 } } }
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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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