Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 346653.6089 | 319698.954 | 26954.6549 | 382264.9016 | 373335.8141 | 8929.0875 |
Total P&L (%) | 346.6536 | 319.699 | 26.9547 | 382.2649 | 373.3358 | 8.9291 |
Avg Daily Profit (%) | 0.3328 | 0.3069 | 0.0259 | 0.1512 | 0.1494 | 0.0082 |
Buy And Hold Return (%) | 119.8489 | 119.8489 | 119.8489 | 119.8489 | 119.8489 | 119.8489 |
Max Trade Drawdown | -58984 | -44305 | -39641 | -253198 | -230308 | -170095 |
Profit Factor | 2.2186 | 3.3456 | 1.1819 | 1.4478 | 1.9217 | 1.0199 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Losing Trades | 44 | 21 | 23 | 44 | 21 | 23 |
Profitability (%) | 43.5897 | 46.1538 | 41.0256 | 43.5897 | 46.1538 | 41.0256 |
Ratio Avg Win / Avg Loss | 2.8712 | 3.9032 | 1.699 | 1.8737 | 2.242 | 1.4661 |
Largest Winning Trade | 253980 | 253980 | 28555 | 384798 | 384798 | 108460 |
Largest Losing Trade | -19074 | -19074 | -19060 | -94839 | -78346 | -94839 |
Avg Bars in Trades | 312 | 285 | 340 | 312 | 285 | 340 |
Avg Bars in Winners | 516 | 454 | 587 | 516 | 454 | 587 |
Avg Bars in Losers | 155 | 140 | 168 | 155 | 140 | 168 |
Bars Traded | 24404 | 11128 | 13276 | 24404 | 11128 | 13276 |
Profit Streak | 19.2909 | 38.9159 | 0 | 19.2909 | 38.9159 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -30940 | 397377 | -346857 | -34352 | 233581 | -549735 |
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{ "first_band": { "type": "ema", "factors": { "length": 239, "offset": 69 } }, "second_band": { "type": "swma", "factors": { "length": 176, "offset": 0 } } }
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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) |
---|