Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 495548.2574 | 224161.4491 | 271386.8083 | 2879308.6894 | 1426803.5866 | 1452505.1028 |
Total P&L (%) | 495.5483 | 224.1614 | 271.3868 | 2879.3087 | 1426.8036 | 1452.5051 |
Avg Daily Profit (%) | 0.4834 | 0.2187 | 0.2647 | 0.3316 | 0.2662 | 0.2679 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -83169 | -81194 | -34202 | -543401 | -643876 | -304507 |
Profit Factor | 2.2647 | 1.8596 | 3.071 | 2.209 | 2.0209 | 2.4762 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 50 | 23 | 27 | 50 | 23 | 27 |
Losing Trades | 26 | 15 | 11 | 26 | 15 | 11 |
Profitability (%) | 65.7895 | 60.5263 | 71.0526 | 65.7895 | 60.5263 | 71.0526 |
Ratio Avg Win / Avg Loss | 1.1777 | 1.2128 | 1.2512 | 1.1487 | 1.318 | 1.0088 |
Largest Winning Trade | 53746 | 53746 | 42234 | 679305 | 679305 | 557450 |
Largest Losing Trade | -44230 | -44230 | -34202 | -365576 | -365576 | -304507 |
Avg Bars in Trades | 75 | 78 | 71 | 75 | 78 | 71 |
Avg Bars in Winners | 66 | 63 | 69 | 66 | 63 | 69 |
Avg Bars in Losers | 92 | 102 | 77 | 92 | 102 | 77 |
Bars Traded | 5726 | 2994 | 2732 | 5726 | 2994 | 2732 |
Profit Streak | 19.163 | 0 | 41.4964 | 19.163 | 0 | 41.4964 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -37650 | 416744 | 584003 | -38638 | 457592 | 558645 |
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{ "first_band": { "type": "ema", "factors": { "length": 173, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 207, "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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