Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 57241.059 | 15619.9423 | 41621.1167 | 49215.8202 | 16033.7704 | 33182.0498 |
Total P&L (%) | 57.2411 | 15.6199 | 41.6211 | 49.2158 | 16.0338 | 33.1821 |
Avg Daily Profit (%) | 0.2198 | 0.06 | 0.1598 | 0.1538 | 0.0571 | 0.1101 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -34303 | -32952 | -30027 | -40695 | -35472 | -38575 |
Profit Factor | 1.4133 | 1.2164 | 1.6274 | 1.3349 | 1.2168 | 1.4544 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 52 | 24 | 28 | 52 | 24 | 28 |
Losing Trades | 18 | 11 | 7 | 18 | 11 | 7 |
Profitability (%) | 74.2857 | 68.5714 | 80 | 74.2857 | 68.5714 | 80 |
Ratio Avg Win / Avg Loss | 0.4892 | 0.5575 | 0.4069 | 0.4621 | 0.5577 | 0.3636 |
Largest Winning Trade | 17829 | 8332 | 17829 | 16734 | 10454 | 16734 |
Largest Losing Trade | -29056 | -22763 | -29056 | -33724 | -24158 | -33724 |
Avg Bars in Trades | 340 | 372 | 308 | 340 | 372 | 308 |
Avg Bars in Winners | 199 | 203 | 196 | 199 | 203 | 196 |
Avg Bars in Losers | 747 | 742 | 756 | 747 | 742 | 756 |
Bars Traded | 23840 | 13036 | 10804 | 23840 | 13036 | 10804 |
Profit Streak | 35.4659 | 42.5284 | 35.4659 | 35.4659 | 42.5284 | 35.4659 |
Trades During Streak | 11 | 7 | 5 | 11 | 7 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -88983 | -122135 | 342787 | -90579 | -125669 | -45464 |
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{ "first_band": { "type": "ema", "factors": { "length": 151, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 201, "offset": 0 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 151, "offset": 0 } }, "second_band": { "type": "rma", "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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