Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 391456.787 | 273741.1933 | 117715.5936 | 230444.6657 | 67725.4055 | 162719.2602 |
Total P&L (%) | 391.4568 | 273.7412 | 117.7156 | 230.4447 | 67.7254 | 162.7193 |
Avg Daily Profit (%) | 0.2236 | 0.1563 | 0.0672 | 0.0683 | 0.0295 | 0.0552 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -104015 | -74138 | -94444 | -449371 | -280245 | -330903 |
Profit Factor | 1.6428 | 2.0902 | 1.3289 | 1.1247 | 1.0874 | 1.1516 |
Total Trades | 142 | 71 | 71 | 142 | 71 | 71 |
Winning Trades | 62 | 25 | 37 | 62 | 25 | 37 |
Losing Trades | 80 | 46 | 34 | 80 | 46 | 34 |
Profitability (%) | 43.662 | 35.2113 | 52.1127 | 43.662 | 35.2113 | 52.1127 |
Ratio Avg Win / Avg Loss | 2.1197 | 3.8459 | 1.2211 | 1.4512 | 2.0008 | 1.0582 |
Largest Winning Trade | 217496 | 217496 | 69080 | 238212 | 201151 | 238212 |
Largest Losing Trade | -34343 | -21823 | -34343 | -122661 | -68364 | -122661 |
Avg Bars in Trades | 72 | 57 | 87 | 72 | 57 | 87 |
Avg Bars in Winners | 100 | 91 | 105 | 100 | 91 | 105 |
Avg Bars in Losers | 50 | 38 | 67 | 50 | 38 | 67 |
Bars Traded | 10265 | 4069 | 6196 | 10265 | 4069 | 6196 |
Profit Streak | 0 | 0 | 16.6711 | 0 | 0 | 16.6711 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 318405 | -81487 | -188238 | -187228 | -369537 | -258382 |
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{ "first_band": { "type": "sma", "factors": { "length": 6, "offset": 196 } }, "second_band": { "type": "ema", "factors": { "length": 116, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 6, "offset": 196 } }, "second_band": { "type": "ema", "factors": { "length": 116, "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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