Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 131348.202 | 75577.734 | 55770.4681 | 123345.6611 | 76190.9782 | 47154.6828 |
Total P&L (%) | 131.3482 | 75.5777 | 55.7705 | 123.3457 | 76.191 | 47.1547 |
Avg Daily Profit (%) | 0.2522 | 0.1451 | 0.1071 | 0.1544 | 0.1088 | 0.0742 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -47219 | -45047 | -50422 | -124116 | -70872 | -92114 |
Profit Factor | 1.3534 | 1.3927 | 1.3112 | 1.1826 | 1.2294 | 1.1374 |
Total Trades | 124 | 62 | 62 | 124 | 62 | 62 |
Winning Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Losing Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Profitability (%) | 52.4194 | 53.2258 | 51.6129 | 52.4194 | 53.2258 | 51.6129 |
Ratio Avg Win / Avg Loss | 1.2284 | 1.2239 | 1.2292 | 1.0735 | 1.0803 | 1.0663 |
Largest Winning Trade | 28868 | 28868 | 16327 | 51715 | 51715 | 39724 |
Largest Losing Trade | -27710 | -24766 | -27710 | -52638 | -33399 | -52638 |
Avg Bars in Trades | 196 | 215 | 177 | 196 | 215 | 177 |
Avg Bars in Winners | 212 | 224 | 200 | 212 | 224 | 200 |
Avg Bars in Losers | 178 | 205 | 151 | 178 | 205 | 151 |
Bars Traded | 24326 | 13352 | 10974 | 24326 | 13352 | 10974 |
Profit Streak | 9.2572 | 18.4656 | 0 | 9.2572 | 18.4656 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 331839 | -151941 | -205369 | -11677 | -201341 | -319408 |
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{ "first_band": { "type": "sma", "factors": { "length": 169, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 225, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 169, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 225, "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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