Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 168265.4445 | 91383.2272 | 76882.2173 | 320779.7727 | 179248.4982 | 141531.2745 |
Total P&L (%) | 168.2654 | 91.3832 | 76.8822 | 320.7798 | 179.2485 | 141.5313 |
Avg Daily Profit (%) | 0.6461 | 0.3509 | 0.2952 | 0.5533 | 0.3951 | 0.3392 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -46364 | -30760 | -31065 | -102987 | -71338 | -65957 |
Profit Factor | 1.913 | 2.032 | 1.8029 | 1.7241 | 1.8637 | 1.6011 |
Total Trades | 105 | 52 | 53 | 105 | 52 | 53 |
Winning Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Losing Trades | 30 | 15 | 15 | 30 | 15 | 15 |
Profitability (%) | 71.4286 | 71.1538 | 71.6981 | 71.4286 | 71.1538 | 71.6981 |
Ratio Avg Win / Avg Loss | 0.7652 | 0.8238 | 0.7117 | 0.6897 | 0.7556 | 0.632 |
Largest Winning Trade | 20790 | 20790 | 20147 | 34712 | 33713 | 34712 |
Largest Losing Trade | -19326 | -15907 | -19326 | -36818 | -32471 | -36818 |
Avg Bars in Trades | 229 | 228 | 229 | 229 | 228 | 229 |
Avg Bars in Winners | 157 | 152 | 162 | 157 | 152 | 162 |
Avg Bars in Losers | 408 | 417 | 400 | 408 | 417 | 400 |
Bars Traded | 24054 | 11887 | 12167 | 24054 | 11887 | 12167 |
Profit Streak | 4.1507 | 13.7444 | 4.1507 | 4.1507 | 13.7444 | 4.1507 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 542912 | -167215 | -169178 | 501231 | -167162 | -169192 |
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{ "first_band": { "type": "ema", "factors": { "length": 130, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 55, "offset": 248 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 130, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 55, "offset": 248 } } }
# | 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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