Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 214636.275 | 109555.612 | 105080.663 | 299934.6124 | 72492.783 | 227441.8294 |
Total P&L (%) | 214.6363 | 109.5556 | 105.0807 | 299.9346 | 72.4928 | 227.4418 |
Avg Daily Profit (%) | 0.4121 | 0.2103 | 0.2018 | 0.2665 | 0.1047 | 0.228 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -70748 | -64644 | -38419 | -381252 | -371473 | -188955 |
Profit Factor | 1.5405 | 1.4945 | 1.5985 | 1.1799 | 1.0749 | 1.3256 |
Total Trades | 138 | 69 | 69 | 138 | 69 | 69 |
Winning Trades | 56 | 29 | 27 | 56 | 29 | 27 |
Losing Trades | 82 | 40 | 42 | 82 | 40 | 42 |
Profitability (%) | 40.5797 | 42.029 | 39.1304 | 40.5797 | 42.029 | 39.1304 |
Ratio Avg Win / Avg Loss | 2.2557 | 2.0613 | 2.4865 | 1.7278 | 1.4826 | 2.0621 |
Largest Winning Trade | 72101 | 72101 | 27815 | 197182 | 197182 | 121737 |
Largest Losing Trade | -16742 | -16742 | -12350 | -101746 | -101746 | -52650 |
Avg Bars in Trades | 177 | 189 | 165 | 177 | 189 | 165 |
Avg Bars in Winners | 249 | 258 | 239 | 249 | 258 | 239 |
Avg Bars in Losers | 128 | 139 | 118 | 128 | 139 | 118 |
Bars Traded | 24492 | 13048 | 11444 | 24492 | 13048 | 11444 |
Profit Streak | 18.8398 | 18.8398 | 22.319 | 18.8398 | 18.8398 | 22.319 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 334694 | -94973 | -95550 | -16097 | -296416 | -96993 |
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{ "first_band": { "type": "sma", "factors": { "length": 211, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 222, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 211, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 222, "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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