Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 618087.0937 | 451621.048 | 166466.0457 | 3121529.202 | 1056235.3551 | 2065293.8469 |
Total P&L (%) | 618.0871 | 451.621 | 166.466 | 3121.5292 | 1056.2354 | 2065.2938 |
Avg Daily Profit (%) | 0.3126 | 0.2284 | 0.0842 | 0.1758 | 0.1239 | 0.1556 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -105312 | -66694 | -102427 | -2177253 | -1421620 | -765781 |
Profit Factor | 2.4505 | 3.1121 | 1.7841 | 1.6726 | 1.3909 | 2.0653 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 39 | 21 | 18 | 39 | 21 | 18 |
Losing Trades | 39 | 18 | 21 | 39 | 18 | 21 |
Profitability (%) | 50 | 53.8462 | 46.1538 | 50 | 53.8462 | 46.1538 |
Ratio Avg Win / Avg Loss | 2.4505 | 2.6675 | 2.0815 | 1.6726 | 1.1922 | 2.4095 |
Largest Winning Trade | 132692 | 132692 | 70065 | 1172410 | 741459 | 1172410 |
Largest Losing Trade | -33766 | -33766 | -24488 | -916910 | -916910 | -407121 |
Avg Bars in Trades | 49 | 42 | 56 | 49 | 42 | 56 |
Avg Bars in Winners | 73 | 61 | 88 | 73 | 61 | 88 |
Avg Bars in Losers | 24 | 19 | 28 | 24 | 19 | 28 |
Bars Traded | 3845 | 1642 | 2203 | 3845 | 1642 | 2203 |
Profit Streak | 0 | 0 | 628.7848 | 0 | 0 | 628.7848 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -25108 | 515851 | -77325 | -27778 | -26088 | 411922 |
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{ "first_band": { "type": "ema", "factors": { "length": 88, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 25, "offset": 0 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 88, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 25, "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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