Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 85307.4596 | 41539.2997 | 43768.1599 | 66875.4968 | 30991.2635 | 35884.2333 |
Total P&L (%) | 85.3075 | 41.5393 | 43.7682 | 66.8755 | 30.9913 | 35.8842 |
Avg Daily Profit (%) | 0.1638 | 0.0798 | 0.084 | 0.0984 | 0.0518 | 0.0589 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -68012 | -48108 | -44273 | -56533 | -41241 | -42967 |
Profit Factor | 1.3038 | 1.3088 | 1.2992 | 1.2644 | 1.262 | 1.2665 |
Total Trades | 113 | 57 | 56 | 113 | 57 | 56 |
Winning Trades | 71 | 34 | 37 | 71 | 34 | 37 |
Losing Trades | 42 | 23 | 19 | 42 | 23 | 19 |
Profitability (%) | 62.8319 | 59.6491 | 66.0714 | 62.8319 | 59.6491 | 66.0714 |
Ratio Avg Win / Avg Loss | 0.7713 | 0.8854 | 0.6671 | 0.748 | 0.8537 | 0.6504 |
Largest Winning Trade | 18224 | 18224 | 15700 | 16846 | 16846 | 13935 |
Largest Losing Trade | -24620 | -22028 | -24620 | -35223 | -17566 | -35223 |
Avg Bars in Trades | 212 | 231 | 193 | 212 | 231 | 193 |
Avg Bars in Winners | 137 | 149 | 126 | 137 | 149 | 126 |
Avg Bars in Losers | 339 | 351 | 325 | 339 | 351 | 325 |
Bars Traded | 24019 | 13167 | 10852 | 24019 | 13167 | 10852 |
Profit Streak | 33.0656 | 33.0656 | 38.1072 | 33.0656 | 33.0656 | 38.1072 |
Trades During Streak | 10 | 5 | 6 | 10 | 5 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 318424 | -267917 | -261208 | -60564 | -306354 | -295634 |
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{ "first_band": { "type": "sma", "factors": { "length": 103, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 195, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 103, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 195, "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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