Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 63031.0937 | 14711.1394 | 48319.9543 | 55225.7783 | 13010.9588 | 42214.8195 |
Total P&L (%) | 63.0311 | 14.7111 | 48.32 | 55.2258 | 13.011 | 42.2148 |
Avg Daily Profit (%) | 0.242 | 0.0565 | 0.1855 | 0.169 | 0.047 | 0.1353 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -40759 | -35774 | -33226 | -54638 | -43038 | -45820 |
Profit Factor | 1.4188 | 1.1778 | 1.7131 | 1.3139 | 1.1373 | 1.52 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 53 | 26 | 27 | 53 | 26 | 27 |
Losing Trades | 19 | 10 | 9 | 19 | 10 | 9 |
Profitability (%) | 73.6111 | 72.2222 | 75 | 73.6111 | 72.2222 | 75 |
Ratio Avg Win / Avg Loss | 0.5086 | 0.453 | 0.571 | 0.471 | 0.4374 | 0.5067 |
Largest Winning Trade | 19375 | 10226 | 19375 | 20119 | 12676 | 20119 |
Largest Losing Trade | -28628 | -23516 | -28628 | -35003 | -26713 | -35003 |
Avg Bars in Trades | 341 | 375 | 307 | 341 | 375 | 307 |
Avg Bars in Winners | 207 | 226 | 188 | 207 | 226 | 188 |
Avg Bars in Losers | 715 | 761 | 663 | 715 | 761 | 663 |
Bars Traded | 24579 | 13516 | 11063 | 24579 | 13516 | 11063 |
Profit Streak | 28.251 | 35.3031 | 28.251 | 28.251 | 35.3031 | 28.251 |
Trades During Streak | 11 | 7 | 5 | 11 | 7 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -73461 | -160257 | 355127 | -75247 | -270377 | -11259 |
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{ "first_band": { "type": "ema", "factors": { "length": 175, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 160, "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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