Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 632314.8198 | 453290.9482 | 179023.8717 | 1420386.0601 | 208596.1168 | 1211789.9433 |
Total P&L (%) | 632.3148 | 453.2909 | 179.0239 | 1420.3861 | 208.5961 | 1211.7899 |
Avg Daily Profit (%) | 0.3324 | 0.2383 | 0.0941 | 0.1432 | 0.0593 | 0.1354 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -107172 | -110609 | -112471 | -1876692 | -1981761 | -1048658 |
Profit Factor | 2.1708 | 2.4902 | 1.7589 | 1.2248 | 1.0561 | 1.4665 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Losing Trades | 53 | 27 | 26 | 53 | 27 | 26 |
Profitability (%) | 37.6471 | 37.2093 | 38.0952 | 37.6471 | 37.2093 | 38.0952 |
Ratio Avg Win / Avg Loss | 3.5954 | 4.2022 | 2.8582 | 2.0286 | 1.7821 | 2.383 |
Largest Winning Trade | 238265 | 238265 | 58426 | 1343506 | 1343506 | 1040849 |
Largest Losing Trade | -30139 | -30139 | -26353 | -702958 | -655942 | -702958 |
Avg Bars in Trades | 86 | 71 | 102 | 86 | 71 | 102 |
Avg Bars in Winners | 171 | 132 | 211 | 171 | 132 | 211 |
Avg Bars in Losers | 35 | 36 | 34 | 35 | 36 | 34 |
Bars Traded | 7382 | 3093 | 4289 | 7382 | 3093 | 4289 |
Profit Streak | 0 | 0 | 566.769 | 0 | 0 | 566.769 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 314020 | 279777 | -67975 | -5309 | -276436 | -13617 |
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{ "first_band": { "type": "ema", "factors": { "length": 137, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 48, "offset": 0 } } }
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# | 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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