Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 853586.7819 | 762556.7885 | 91029.9934 | 2847018.3696 | 1541516.8171 | 1305501.5525 |
Total P&L (%) | 853.5868 | 762.5568 | 91.03 | 2847.0184 | 1541.5168 | 1305.5016 |
Avg Daily Profit (%) | 0.4623 | 0.413 | 0.0493 | 0.1834 | 0.1517 | 0.1432 |
Buy And Hold Return (%) | 147.3185 | 147.3185 | 147.3185 | 147.3185 | 147.3185 | 147.3185 |
Max Trade Drawdown | -120995 | -55705 | -103945 | -1732685 | -855219 | -1080159 |
Profit Factor | 2.4612 | 4.0197 | 1.2745 | 1.5245 | 1.6019 | 1.4553 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Losing Trades | 56 | 29 | 27 | 56 | 29 | 27 |
Profitability (%) | 35.6322 | 34.0909 | 37.2093 | 35.6322 | 34.0909 | 37.2093 |
Ratio Avg Win / Avg Loss | 4.4461 | 7.7713 | 2.1507 | 2.7539 | 3.0971 | 2.4558 |
Largest Winning Trade | 348240 | 348240 | 73190 | 1162332 | 1138661 | 1162332 |
Largest Losing Trade | -38886 | -28542 | -38886 | -717026 | -425317 | -717026 |
Avg Bars in Trades | 83 | 77 | 89 | 83 | 77 | 89 |
Avg Bars in Winners | 175 | 162 | 188 | 175 | 162 | 188 |
Avg Bars in Losers | 31 | 33 | 30 | 31 | 33 | 30 |
Bars Traded | 7225 | 3395 | 3830 | 7225 | 3395 | 3830 |
Profit Streak | 0 | 0 | 141.9976 | 0 | 0 | 141.9976 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 317184 | 345233 | -295385 | 183865 | 163013 | -2835 |
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{ "first_band": { "type": "ema", "factors": { "length": 107, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 16, "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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