Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 71785.4067 | 12459.4689 | 59325.9378 | 32072.3521 | 14790.1914 | 17282.1607 |
Total P&L (%) | 71.7854 | 12.4595 | 59.3259 | 32.0724 | 14.7902 | 17.2822 |
Avg Daily Profit (%) | 0.2757 | 0.0478 | 0.2278 | 0.1069 | 0.053 | 0.0612 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -62085 | -36379 | -63937 | -129607 | -39393 | -131016 |
Profit Factor | 1.2613 | 1.0799 | 1.4994 | 1.0796 | 1.074 | 1.0851 |
Total Trades | 145 | 72 | 73 | 145 | 72 | 73 |
Winning Trades | 99 | 45 | 54 | 99 | 45 | 54 |
Losing Trades | 46 | 27 | 19 | 46 | 27 | 19 |
Profitability (%) | 68.2759 | 62.5 | 73.9726 | 68.2759 | 62.5 | 73.9726 |
Ratio Avg Win / Avg Loss | 0.586 | 0.6479 | 0.5276 | 0.5016 | 0.6444 | 0.3818 |
Largest Winning Trade | 16629 | 16629 | 12967 | 20376 | 20376 | 12831 |
Largest Losing Trade | -49286 | -32373 | -49286 | -96939 | -35288 | -96939 |
Avg Bars in Trades | 168 | 180 | 156 | 168 | 180 | 156 |
Avg Bars in Winners | 94 | 91 | 96 | 94 | 91 | 96 |
Avg Bars in Losers | 327 | 328 | 326 | 327 | 328 | 326 |
Bars Traded | 24432 | 12989 | 11443 | 24432 | 12989 | 11443 |
Profit Streak | 4.0732 | 11.3128 | 4.0732 | 4.0732 | 11.3128 | 4.0732 |
Trades During Streak | 4 | 4 | 2 | 4 | 4 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 308984 | -429984 | -62875 | -185742 | -357127 | -318080 |
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{ "first_band": { "type": "sma", "factors": { "length": 61, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 214, "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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