Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 69329.9449 | 19633.7055 | 49696.2394 | 64582.1013 | 24547.1648 | 40034.9365 |
Total P&L (%) | 69.3299 | 19.6337 | 49.6962 | 64.5821 | 24.5472 | 40.0349 |
Avg Daily Profit (%) | 0.2662 | 0.0754 | 0.1908 | 0.1915 | 0.0843 | 0.1294 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -33293 | -26759 | -32119 | -46397 | -27781 | -42836 |
Profit Factor | 1.4636 | 1.2354 | 1.7516 | 1.3946 | 1.2848 | 1.5167 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 67 | 32 | 35 | 67 | 32 | 35 |
Losing Trades | 22 | 13 | 9 | 22 | 13 | 9 |
Profitability (%) | 75.2809 | 71.1111 | 79.5455 | 75.2809 | 71.1111 | 79.5455 |
Ratio Avg Win / Avg Loss | 0.4806 | 0.5019 | 0.4504 | 0.4579 | 0.5219 | 0.39 |
Largest Winning Trade | 14430 | 7047 | 14430 | 12132 | 8967 | 12132 |
Largest Losing Trade | -32119 | -24273 | -32119 | -39492 | -23481 | -39492 |
Avg Bars in Trades | 261 | 287 | 234 | 261 | 287 | 234 |
Avg Bars in Winners | 133 | 129 | 137 | 133 | 129 | 137 |
Avg Bars in Losers | 650 | 676 | 613 | 650 | 676 | 613 |
Bars Traded | 23249 | 12928 | 10321 | 23249 | 12928 | 10321 |
Profit Streak | 34.9786 | 41.9682 | 34.9786 | 34.9786 | 41.9682 | 34.9786 |
Trades During Streak | 11 | 10 | 5 | 11 | 10 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 420144 | -98305 | 387123 | 370565 | -82812 | -18745 |
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{ "first_band": { "type": "ema", "factors": { "length": 56, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 193, "offset": 180 } } }
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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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