Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 85329.0061 | 63030.974 | 22298.0321 | 116636.4991 | 88525.6169 | 28110.8822 |
Total P&L (%) | 85.329 | 63.031 | 22.298 | 116.6365 | 88.5256 | 28.1109 |
Avg Daily Profit (%) | 0.9829 | 0.7261 | 0.2569 | 0.8945 | 0.7331 | 0.2858 |
Buy And Hold Return (%) | 34.3708 | 34.3708 | 34.3708 | 34.3708 | 34.3708 | 34.3708 |
Max Trade Drawdown | -15906 | -9257 | -10727 | -31101 | -16673 | -20607 |
Profit Factor | 2.3782 | 3.378 | 1.6298 | 2.0943 | 2.9457 | 1.4601 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 27 | 14 | 13 | 27 | 14 | 13 |
Losing Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Profitability (%) | 46.5517 | 48.2759 | 44.8276 | 46.5517 | 48.2759 | 44.8276 |
Ratio Avg Win / Avg Loss | 2.7305 | 3.6193 | 2.0058 | 2.4045 | 3.1561 | 1.7971 |
Largest Winning Trade | 21075 | 21075 | 11068 | 29525 | 29525 | 18634 |
Largest Losing Trade | -7253 | -5537 | -7253 | -13453 | -10883 | -13453 |
Avg Bars in Trades | 423 | 455 | 391 | 423 | 455 | 391 |
Avg Bars in Winners | 669 | 686 | 650 | 669 | 686 | 650 |
Avg Bars in Losers | 208 | 239 | 180 | 208 | 239 | 180 |
Bars Traded | 24551 | 13210 | 11341 | 24551 | 13210 | 11341 |
Profit Streak | 3.266 | 4.0889 | 0 | 3.266 | 4.0889 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -169917 | 279757 | -158598 | -169632 | 414170 | -159263 |
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{ "first_band": { "type": "ema", "factors": { "length": 137, "offset": 227 } }, "second_band": { "type": "rma", "factors": { "length": 36, "offset": 0 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 137, "offset": 227 } }, "second_band": { "type": "rma", "factors": { "length": 36, "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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