Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 146486.6061 | 63594.69 | 82891.916 | 165813.5598 | 68734.7458 | 97078.814 |
Total P&L (%) | 146.4866 | 63.5947 | 82.8919 | 165.8136 | 68.7347 | 97.0788 |
Avg Daily Profit (%) | 0.2813 | 0.1221 | 0.1592 | 0.1879 | 0.1005 | 0.1303 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -61027 | -40148 | -48668 | -99999 | -60349 | -83869 |
Profit Factor | 1.4079 | 1.3055 | 1.5491 | 1.3078 | 1.2241 | 1.4184 |
Total Trades | 142 | 71 | 71 | 142 | 71 | 71 |
Winning Trades | 70 | 34 | 36 | 70 | 34 | 36 |
Losing Trades | 72 | 37 | 35 | 72 | 37 | 35 |
Profitability (%) | 49.2958 | 47.8873 | 50.7042 | 49.2958 | 47.8873 | 50.7042 |
Ratio Avg Win / Avg Loss | 1.4481 | 1.4207 | 1.506 | 1.3452 | 1.3321 | 1.379 |
Largest Winning Trade | 39992 | 39992 | 20510 | 35445 | 35445 | 32341 |
Largest Losing Trade | -28252 | -18750 | -28252 | -57330 | -29628 | -57330 |
Avg Bars in Trades | 172 | 178 | 165 | 172 | 178 | 165 |
Avg Bars in Winners | 186 | 183 | 189 | 186 | 183 | 189 |
Avg Bars in Losers | 158 | 174 | 141 | 158 | 174 | 141 |
Bars Traded | 24480 | 12700 | 11779 | 24480 | 12700 | 11779 |
Profit Streak | 11.5833 | 23.7292 | 11.5833 | 11.5833 | 23.7292 | 11.5833 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 348527 | -117627 | -76816 | 297777 | -146590 | -105010 |
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{ "first_band": { "type": "sma", "factors": { "length": 155, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 201, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 155, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 201, "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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