Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 69182.111 | 29361.1748 | 39820.9363 | 92037.2272 | 36673.6577 | 55363.5695 |
Total P&L (%) | 69.1821 | 29.3612 | 39.8209 | 92.0372 | 36.6737 | 55.3636 |
Avg Daily Profit (%) | 1.3284 | 0.5638 | 0.7646 | 1.2608 | 0.6017 | 0.8496 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -14088 | -17035 | -7917 | -23892 | -27898 | -13036 |
Profit Factor | 1.7973 | 1.6162 | 2.0177 | 1.6384 | 1.4542 | 1.8728 |
Total Trades | 150 | 75 | 75 | 150 | 75 | 75 |
Winning Trades | 89 | 42 | 47 | 89 | 42 | 47 |
Losing Trades | 61 | 33 | 28 | 61 | 33 | 28 |
Profitability (%) | 59.3333 | 56 | 62.6667 | 59.3333 | 56 | 62.6667 |
Ratio Avg Win / Avg Loss | 1.2318 | 1.2699 | 1.202 | 1.1229 | 1.1426 | 1.1157 |
Largest Winning Trade | 7533 | 7533 | 4210 | 11944 | 11944 | 6852 |
Largest Losing Trade | -8674 | -8674 | -5270 | -14459 | -14459 | -8867 |
Avg Bars in Trades | 157 | 163 | 151 | 157 | 163 | 151 |
Avg Bars in Winners | 124 | 104 | 143 | 124 | 104 | 143 |
Avg Bars in Losers | 204 | 238 | 165 | 204 | 238 | 165 |
Bars Traded | 23614 | 12265 | 11348 | 23614 | 12265 | 11348 |
Profit Streak | 3.3147 | 4.3752 | 3.3147 | 3.3147 | 4.3752 | 3.3147 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 539770 | -47855 | -44736 | 528585 | -47803 | -43685 |
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{ "first_band": { "type": "ema", "factors": { "length": 135, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 53, "offset": 167 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 135, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 53, "offset": 167 } } }
# | 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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