Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 134757.8373 | 70166.8121 | 64591.0252 | 157801.0862 | 76197.9496 | 81603.1366 |
Total P&L (%) | 134.7578 | 70.1668 | 64.591 | 157.8011 | 76.198 | 81.6031 |
Avg Daily Profit (%) | 0.2587 | 0.1347 | 0.124 | 0.182 | 0.1088 | 0.1146 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -41902 | -39890 | -31273 | -61313 | -57202 | -55749 |
Profit Factor | 1.4996 | 1.5217 | 1.4777 | 1.4417 | 1.4308 | 1.4523 |
Total Trades | 119 | 60 | 59 | 119 | 60 | 59 |
Winning Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Losing Trades | 45 | 23 | 22 | 45 | 23 | 22 |
Profitability (%) | 62.1849 | 61.6667 | 62.7119 | 62.1849 | 61.6667 | 62.7119 |
Ratio Avg Win / Avg Loss | 0.9119 | 0.9459 | 0.8786 | 0.8767 | 0.8894 | 0.8635 |
Largest Winning Trade | 26904 | 26904 | 23053 | 29067 | 29067 | 26569 |
Largest Losing Trade | -28746 | -20204 | -28746 | -37650 | -24975 | -37650 |
Avg Bars in Trades | 201 | 219 | 183 | 201 | 219 | 183 |
Avg Bars in Winners | 150 | 165 | 136 | 150 | 165 | 136 |
Avg Bars in Losers | 285 | 306 | 264 | 285 | 306 | 264 |
Bars Traded | 24025 | 13174 | 10851 | 24025 | 13174 | 10851 |
Profit Streak | 35.1272 | 35.1272 | 40.2731 | 35.1272 | 35.1272 | 40.2731 |
Trades During Streak | 10 | 5 | 6 | 10 | 5 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 388093 | -180107 | -202343 | 351727 | -215203 | -214660 |
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{ "first_band": { "type": "sma", "factors": { "length": 116, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 192, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 116, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 192, "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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