Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 107892.7708 | 26692.0846 | 81200.6862 | 118428.4077 | 57482.9553 | 60945.4524 |
Total P&L (%) | 107.8928 | 26.6921 | 81.2007 | 118.4284 | 57.483 | 60.9455 |
Avg Daily Profit (%) | 0.4143 | 0.1025 | 0.3118 | 0.3005 | 0.1745 | 0.1829 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -44741 | -59583 | -26181 | -54431 | -49544 | -51378 |
Profit Factor | 1.3667 | 1.175 | 1.573 | 1.303 | 1.3124 | 1.2947 |
Total Trades | 152 | 76 | 76 | 152 | 76 | 76 |
Winning Trades | 68 | 30 | 38 | 68 | 30 | 38 |
Losing Trades | 84 | 46 | 38 | 84 | 46 | 38 |
Profitability (%) | 44.7368 | 39.4737 | 50 | 44.7368 | 39.4737 | 50 |
Ratio Avg Win / Avg Loss | 1.6883 | 1.8017 | 1.573 | 1.6096 | 2.0124 | 1.2947 |
Largest Winning Trade | 34579 | 34579 | 15727 | 34062 | 34062 | 23905 |
Largest Losing Trade | -12413 | -12413 | -9873 | -24709 | -15783 | -24709 |
Avg Bars in Trades | 162 | 167 | 157 | 162 | 167 | 157 |
Avg Bars in Winners | 211 | 217 | 207 | 211 | 217 | 207 |
Avg Bars in Losers | 123 | 135 | 108 | 123 | 135 | 108 |
Bars Traded | 24730 | 12755 | 11975 | 24730 | 12755 | 11975 |
Profit Streak | 0 | 6.443 | 0 | 0 | 6.443 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 302743 | -140702 | -39413 | 253708 | -46416 | -43930 |
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{ "first_band": { "type": "sma", "factors": { "length": 193, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 187, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 193, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 187, "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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