Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 139001.4909 | 32142.2935 | 106859.1975 | 155253.6826 | 41012.1177 | 114241.5649 |
Total P&L (%) | 139.0015 | 32.1423 | 106.8592 | 155.2537 | 41.0121 | 114.2416 |
Avg Daily Profit (%) | 0.2669 | 0.0617 | 0.2052 | 0.1801 | 0.066 | 0.1464 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -56505 | -51528 | -32973 | -82576 | -71550 | -45026 |
Profit Factor | 1.5502 | 1.2212 | 1.996 | 1.4738 | 1.2328 | 1.7542 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 64 | 31 | 33 | 64 | 31 | 33 |
Losing Trades | 24 | 13 | 11 | 24 | 13 | 11 |
Profitability (%) | 72.7273 | 70.4545 | 75 | 72.7273 | 70.4545 | 75 |
Ratio Avg Win / Avg Loss | 0.5813 | 0.5121 | 0.6653 | 0.5527 | 0.517 | 0.5847 |
Largest Winning Trade | 15816 | 15483 | 15816 | 23666 | 19946 | 23666 |
Largest Losing Trade | -32973 | -30541 | -32973 | -45026 | -29378 | -45026 |
Avg Bars in Trades | 280 | 319 | 242 | 280 | 319 | 242 |
Avg Bars in Winners | 157 | 173 | 142 | 157 | 173 | 142 |
Avg Bars in Losers | 609 | 666 | 543 | 609 | 666 | 543 |
Bars Traded | 24718 | 14042 | 10676 | 24718 | 14042 | 10676 |
Profit Streak | 11.5302 | 50.6969 | 11.5302 | 11.5302 | 50.6969 | 11.5302 |
Trades During Streak | 2 | 4 | 1 | 2 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 436281 | -111883 | 433503 | 392765 | -105298 | 226884 |
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{ "first_band": { "type": "ema", "factors": { "length": 150, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 118, "offset": 0 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 150, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 118, "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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