Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 75676.09 | 10962.5828 | 64713.5072 | 37734.4069 | 12195.0711 | 25539.3358 |
Total P&L (%) | 75.6761 | 10.9626 | 64.7135 | 37.7344 | 12.1951 | 25.5393 |
Avg Daily Profit (%) | 0.2906 | 0.0421 | 0.2485 | 0.123 | 0.0442 | 0.0874 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -83634 | -37966 | -63880 | -142098 | -44247 | -121376 |
Profit Factor | 1.2616 | 1.0684 | 1.5018 | 1.0976 | 1.0634 | 1.1315 |
Total Trades | 143 | 71 | 72 | 143 | 71 | 72 |
Winning Trades | 95 | 42 | 53 | 95 | 42 | 53 |
Losing Trades | 48 | 29 | 19 | 48 | 29 | 19 |
Profitability (%) | 66.4336 | 59.1549 | 73.6111 | 66.4336 | 59.1549 | 73.6111 |
Ratio Avg Win / Avg Loss | 0.6374 | 0.7377 | 0.5384 | 0.5546 | 0.7343 | 0.4056 |
Largest Winning Trade | 18315 | 16135 | 18315 | 25656 | 25656 | 15468 |
Largest Losing Trade | -45783 | -33607 | -45783 | -84278 | -39536 | -84278 |
Avg Bars in Trades | 172 | 182 | 163 | 172 | 182 | 163 |
Avg Bars in Winners | 109 | 107 | 110 | 109 | 107 | 110 |
Avg Bars in Losers | 298 | 291 | 309 | 298 | 291 | 309 |
Bars Traded | 24734 | 12973 | 11761 | 24734 | 12973 | 11761 |
Profit Streak | 13.7232 | 13.7232 | 23.4524 | 13.7232 | 13.7232 | 23.4524 |
Trades During Streak | 11 | 5 | 7 | 11 | 5 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 341076 | -504788 | -68550 | -143111 | -469083 | -233237 |
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{ "first_band": { "type": "sma", "factors": { "length": 79, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 178, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 79, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 178, "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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