Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 109447.8247 | 57013.9859 | 52433.8388 | 128622.0992 | 61765.2565 | 66856.8427 |
Total P&L (%) | 109.4478 | 57.014 | 52.4338 | 128.6221 | 61.7653 | 66.8568 |
Avg Daily Profit (%) | 0.4203 | 0.2189 | 0.2013 | 0.318 | 0.1849 | 0.1968 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -47759 | -33295 | -50485 | -59088 | -39074 | -57735 |
Profit Factor | 1.4113 | 1.4284 | 1.3942 | 1.4183 | 1.3976 | 1.4395 |
Total Trades | 170 | 85 | 85 | 170 | 85 | 85 |
Winning Trades | 113 | 55 | 58 | 113 | 55 | 58 |
Losing Trades | 57 | 30 | 27 | 57 | 30 | 27 |
Profitability (%) | 66.4706 | 64.7059 | 68.2353 | 66.4706 | 64.7059 | 68.2353 |
Ratio Avg Win / Avg Loss | 0.7119 | 0.7791 | 0.649 | 0.7154 | 0.7623 | 0.6701 |
Largest Winning Trade | 24450 | 14706 | 24450 | 40529 | 22329 | 40529 |
Largest Losing Trade | -25584 | -16641 | -25584 | -27035 | -20519 | -27035 |
Avg Bars in Trades | 145 | 147 | 143 | 145 | 147 | 143 |
Avg Bars in Winners | 95 | 95 | 95 | 95 | 95 | 95 |
Avg Bars in Losers | 243 | 242 | 245 | 243 | 242 | 245 |
Bars Traded | 24710 | 12513 | 12198 | 24710 | 12513 | 12198 |
Profit Streak | 9.1209 | 9.1209 | 9.5376 | 9.1209 | 9.1209 | 9.5376 |
Trades During Streak | 10 | 5 | 5 | 10 | 5 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 431778 | 295703 | 288054 | 401865 | 289843 | 331240 |
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{ "first_band": { "type": "sma", "factors": { "length": 64, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 147, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 64, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 147, "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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