Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 439903.6624 | 246269.032 | 193634.6303 | 1576568.1237 | 649700.7477 | 926867.376 |
Total P&L (%) | 439.9037 | 246.269 | 193.6346 | 1576.5681 | 649.7007 | 926.8674 |
Avg Daily Profit (%) | 0.2334 | 0.1307 | 0.1027 | 0.1497 | 0.1069 | 0.1236 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -69872 | -51859 | -41896 | -1882427 | -1141042 | -1187065 |
Profit Factor | 2.0343 | 2.0325 | 2.0366 | 1.2351 | 1.1708 | 1.3196 |
Total Trades | 109 | 54 | 55 | 109 | 54 | 55 |
Winning Trades | 48 | 19 | 29 | 48 | 19 | 29 |
Losing Trades | 61 | 35 | 26 | 61 | 35 | 26 |
Profitability (%) | 44.0367 | 35.1852 | 52.7273 | 44.0367 | 35.1852 | 52.7273 |
Ratio Avg Win / Avg Loss | 2.5853 | 3.7441 | 1.8259 | 1.5696 | 2.1567 | 1.1831 |
Largest Winning Trade | 94017 | 94017 | 67120 | 1300526 | 1300526 | 715933 |
Largest Losing Trade | -21590 | -14004 | -21590 | -768389 | -301303 | -768389 |
Avg Bars in Trades | 202 | 168 | 234 | 202 | 168 | 234 |
Avg Bars in Winners | 315 | 303 | 323 | 315 | 303 | 323 |
Avg Bars in Losers | 112 | 95 | 134 | 112 | 95 | 134 |
Bars Traded | 22023 | 9123 | 12900 | 22023 | 9123 | 12900 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 350767 | -200835 | -231666 | 214546 | -267490 | -207033 |
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{ "first_band": { "type": "sma", "factors": { "length": 209, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 133, "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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