Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 250683.5827 | 211631.984 | 39051.5986 | -52073.4692 | 150.8623 | -52224.3315 |
Total P&L (%) | 250.6836 | 211.632 | 39.0516 | -52.0735 | 0.1509 | -52.2243 |
Avg Daily Profit (%) | 0.2447 | 0.2066 | 0.0381 | -0.0718 | 0.0001 | -0.0721 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -163360 | -154762 | -144725 | -93763 | -35652 | -76844 |
Profit Factor | 1.2658 | 1.41 | 1.0914 | 0.8345 | 1.001 | 0.6941 |
Total Trades | 191 | 95 | 96 | 191 | 95 | 96 |
Winning Trades | 90 | 42 | 48 | 90 | 42 | 48 |
Losing Trades | 101 | 53 | 48 | 101 | 53 | 48 |
Profitability (%) | 47.1204 | 44.2105 | 50 | 47.1204 | 44.2105 | 50 |
Ratio Avg Win / Avg Loss | 1.4205 | 1.7793 | 1.0914 | 0.9365 | 1.2632 | 0.6941 |
Largest Winning Trade | 200379 | 200379 | 25372 | 18524 | 18524 | 5987 |
Largest Losing Trade | -64998 | -39790 | -64998 | -42349 | -9274 | -42349 |
Avg Bars in Trades | 21 | 23 | 18 | 21 | 23 | 18 |
Avg Bars in Winners | 21 | 24 | 20 | 21 | 24 | 20 |
Avg Bars in Losers | 20 | 23 | 16 | 20 | 23 | 16 |
Bars Traded | 4019 | 2261 | 1758 | 4019 | 2261 | 1758 |
Profit Streak | 10.7596 | 0 | 13.2596 | 10.7596 | 0 | 13.2596 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 312550 | 261723 | -263655 | -579973 | -580035 | -580192 |
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{ "first_band": { "type": "sma", "factors": { "length": 20, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 26, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 20, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 26, "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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