Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 101536.5451 | 50292.4164 | 51244.1287 | 106462.6384 | 55556.3644 | 50906.274 |
Total P&L (%) | 101.5365 | 50.2924 | 51.2441 | 106.4626 | 55.5564 | 50.9063 |
Avg Daily Profit (%) | 0.3899 | 0.1931 | 0.1968 | 0.2788 | 0.1698 | 0.1581 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -50103 | -41362 | -29935 | -84860 | -69377 | -45208 |
Profit Factor | 1.346 | 1.3609 | 1.3325 | 1.2236 | 1.2428 | 1.2058 |
Total Trades | 149 | 74 | 75 | 149 | 74 | 75 |
Winning Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Losing Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Profitability (%) | 56.3758 | 56.7568 | 56 | 56.3758 | 56.7568 | 56 |
Ratio Avg Win / Avg Loss | 1.0415 | 1.0369 | 1.0469 | 0.9468 | 0.9469 | 0.9474 |
Largest Winning Trade | 17946 | 17946 | 15258 | 26468 | 26468 | 20918 |
Largest Losing Trade | -23021 | -15059 | -23021 | -32462 | -28116 | -32462 |
Avg Bars in Trades | 164 | 153 | 175 | 164 | 153 | 175 |
Avg Bars in Winners | 173 | 160 | 186 | 173 | 160 | 186 |
Avg Bars in Losers | 152 | 143 | 160 | 152 | 143 | 160 |
Bars Traded | 24460 | 11328 | 13132 | 24460 | 11328 | 13132 |
Profit Streak | 3.0768 | 9.9101 | 3.0768 | 3.0768 | 9.9101 | 3.0768 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 317484 | -56451 | -51748 | 196365 | -58688 | -54541 |
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{ "first_band": { "type": "ema", "factors": { "length": 208, "offset": 216 } }, "second_band": { "type": "swma", "factors": { "length": 249, "offset": 203 } } }
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# | 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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