Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 142584.0997 | 52848.6833 | 89735.4164 | 70336.6033 | -9865.1651 | 80201.7684 |
Total P&L (%) | 142.5841 | 52.8487 | 89.7354 | 70.3366 | -9.8652 | 80.2018 |
Avg Daily Profit (%) | 0.2738 | 0.1015 | 0.1723 | 0.1023 | -0.0199 | 0.1131 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -158366 | -123238 | -48136 | -189291 | -143760 | -55159 |
Profit Factor | 1.4633 | 1.278 | 1.7628 | 1.2377 | 0.95 | 1.8132 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 66 | 32 | 34 | 66 | 32 | 34 |
Losing Trades | 20 | 11 | 9 | 20 | 11 | 9 |
Profitability (%) | 76.7442 | 74.4186 | 79.0698 | 76.7442 | 74.4186 | 79.0698 |
Ratio Avg Win / Avg Loss | 0.4434 | 0.4393 | 0.4666 | 0.3751 | 0.3266 | 0.48 |
Largest Winning Trade | 32238 | 32238 | 17072 | 28934 | 28934 | 23305 |
Largest Losing Trade | -59922 | -59922 | -41950 | -71328 | -71328 | -42227 |
Avg Bars in Trades | 277 | 341 | 213 | 277 | 341 | 213 |
Avg Bars in Winners | 129 | 130 | 129 | 129 | 130 | 129 |
Avg Bars in Losers | 762 | 953 | 530 | 762 | 953 | 530 |
Bars Traded | 23830 | 14665 | 9165 | 23830 | 14665 | 9165 |
Profit Streak | 7.1173 | 0 | 76.659 | 7.1173 | 0 | 76.659 |
Trades During Streak | 1 | 0 | 8 | 1 | 0 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 423180 | -57726 | 460874 | -54263 | -578130 | -36444 |
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{ "first_band": { "type": "ema", "factors": { "length": 121, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 199, "offset": 0 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 121, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 199, "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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