Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 53764.9387 | 14824.1904 | 38940.7483 | 53019.5475 | 14802.1332 | 38217.4143 |
Total P&L (%) | 53.7649 | 14.8242 | 38.9407 | 53.0195 | 14.8021 | 38.2174 |
Avg Daily Profit (%) | 0.2065 | 0.0569 | 0.1495 | 0.1635 | 0.053 | 0.1244 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -29437 | -19773 | -23100 | -45621 | -23225 | -33524 |
Profit Factor | 1.3874 | 1.202 | 1.5955 | 1.2916 | 1.1598 | 1.4284 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 71 | 32 | 39 | 71 | 32 | 39 |
Losing Trades | 26 | 17 | 9 | 26 | 17 | 9 |
Profitability (%) | 73.1959 | 65.3061 | 81.25 | 73.1959 | 65.3061 | 81.25 |
Ratio Avg Win / Avg Loss | 0.5081 | 0.6386 | 0.3682 | 0.473 | 0.6161 | 0.3296 |
Largest Winning Trade | 12226 | 9524 | 12226 | 15225 | 10829 | 15225 |
Largest Losing Trade | -19773 | -19773 | -16887 | -23225 | -23225 | -22922 |
Avg Bars in Trades | 253 | 288 | 218 | 253 | 288 | 218 |
Avg Bars in Winners | 143 | 154 | 134 | 143 | 154 | 134 |
Avg Bars in Losers | 556 | 540 | 586 | 556 | 540 | 586 |
Bars Traded | 24616 | 14116 | 10500 | 24616 | 14116 | 10500 |
Profit Streak | 8.2237 | 8.2237 | 22.4008 | 8.2237 | 8.2237 | 22.4008 |
Trades During Streak | 6 | 3 | 4 | 6 | 3 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 337878 | -132540 | 312749 | 301784 | -182678 | -25959 |
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{ "first_band": { "type": "ema", "factors": { "length": 68, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 231, "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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