Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 151086.6891 | 102904.5533 | 48182.1358 | 218420.8316 | 210453.6526 | 7967.1789 |
Total P&L (%) | 151.0867 | 102.9046 | 48.1821 | 218.4208 | 210.4537 | 7.9672 |
Avg Daily Profit (%) | 0.5802 | 0.3951 | 0.185 | 0.4457 | 0.436 | 0.0294 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -38211 | -15415 | -36130 | -170290 | -58886 | -163476 |
Profit Factor | 2.1785 | 2.7482 | 1.6948 | 1.431 | 1.9731 | 1.0274 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 25 | 15 | 10 | 25 | 15 | 10 |
Losing Trades | 33 | 14 | 19 | 33 | 14 | 19 |
Profitability (%) | 43.1034 | 51.7241 | 34.4828 | 43.1034 | 51.7241 | 34.4828 |
Ratio Avg Win / Avg Loss | 2.8756 | 2.565 | 3.2202 | 1.8889 | 1.8416 | 1.9521 |
Largest Winning Trade | 54321 | 54321 | 34534 | 116343 | 116343 | 96945 |
Largest Losing Trade | -9196 | -7030 | -9196 | -34276 | -28422 | -34276 |
Avg Bars in Trades | 412 | 377 | 446 | 412 | 377 | 446 |
Avg Bars in Winners | 733 | 608 | 921 | 733 | 608 | 921 |
Avg Bars in Losers | 168 | 129 | 196 | 168 | 129 | 196 |
Bars Traded | 23901 | 10941 | 12960 | 23901 | 10941 | 12960 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -168562 | 479015 | 62076 | -171860 | 437726 | -516065 |
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{ "first_band": { "type": "ema", "factors": { "length": 248, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 95, "offset": 0 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 248, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 95, "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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