Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 210172.0346 | 127676.483 | 82495.5516 | 380881.51 | 240584.8196 | 140296.6904 |
Total P&L (%) | 210.172 | 127.6765 | 82.4956 | 380.8815 | 240.5848 | 140.2967 |
Avg Daily Profit (%) | 0.4035 | 0.2451 | 0.1584 | 0.302 | 0.2356 | 0.1685 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -54772 | -45244 | -36552 | -292075 | -245710 | -191656 |
Profit Factor | 1.4115 | 1.4781 | 1.3385 | 1.1953 | 1.2421 | 1.1466 |
Total Trades | 238 | 119 | 119 | 238 | 119 | 119 |
Winning Trades | 104 | 53 | 51 | 104 | 53 | 51 |
Losing Trades | 134 | 66 | 68 | 134 | 66 | 68 |
Profitability (%) | 43.6975 | 44.5378 | 42.8571 | 43.6975 | 44.5378 | 42.8571 |
Ratio Avg Win / Avg Loss | 1.8186 | 1.8406 | 1.7847 | 1.5401 | 1.5468 | 1.5288 |
Largest Winning Trade | 27404 | 27404 | 23876 | 114556 | 101235 | 114556 |
Largest Losing Trade | -11819 | -10199 | -11819 | -50970 | -47833 | -50970 |
Avg Bars in Trades | 104 | 107 | 101 | 104 | 107 | 101 |
Avg Bars in Winners | 142 | 145 | 138 | 142 | 145 | 138 |
Avg Bars in Losers | 74 | 76 | 72 | 74 | 76 | 72 |
Bars Traded | 24800 | 12776 | 12024 | 24800 | 12776 | 12024 |
Profit Streak | 0 | 15.6623 | 0 | 0 | 15.6623 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 340648 | 303467 | 183997 | 76007 | 248623 | -54368 |
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{ "first_band": { "type": "sma", "factors": { "length": 128, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 129, "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) |
---|