Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 195604.2071 | 132966.684 | 62637.5231 | 278045.8337 | 259394.6643 | 18651.1695 |
Total P&L (%) | 195.6042 | 132.9667 | 62.6375 | 278.0458 | 259.3947 | 18.6512 |
Avg Daily Profit (%) | 0.3756 | 0.2553 | 0.1203 | 0.2557 | 0.2459 | 0.0328 |
Buy And Hold Return (%) | 25.5162 | 25.5162 | 25.5162 | 25.5162 | 25.5162 | 25.5162 |
Max Trade Drawdown | -48672 | -20926 | -35243 | -272382 | -103937 | -196433 |
Profit Factor | 1.6595 | 1.9401 | 1.4037 | 1.3198 | 1.6293 | 1.0408 |
Total Trades | 133 | 66 | 67 | 133 | 66 | 67 |
Winning Trades | 55 | 26 | 29 | 55 | 26 | 29 |
Losing Trades | 78 | 40 | 38 | 78 | 40 | 38 |
Profitability (%) | 41.3534 | 39.3939 | 43.2836 | 41.3534 | 39.3939 | 43.2836 |
Ratio Avg Win / Avg Loss | 2.3535 | 2.9847 | 1.8393 | 1.8717 | 2.5066 | 1.3638 |
Largest Winning Trade | 64685 | 64685 | 33678 | 142373 | 142373 | 83061 |
Largest Losing Trade | -13732 | -13732 | -12847 | -48855 | -42988 | -48855 |
Avg Bars in Trades | 184 | 171 | 198 | 184 | 171 | 198 |
Avg Bars in Winners | 309 | 281 | 334 | 309 | 281 | 334 |
Avg Bars in Losers | 96 | 99 | 94 | 96 | 99 | 94 |
Bars Traded | 24569 | 11301 | 13268 | 24569 | 11301 | 13268 |
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 | 312685 | -118565 | -154619 | 210005 | -118053 | -610604 |
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{ "first_band": { "type": "ema", "factors": { "length": 216, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 67, "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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