Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 192306.4272 | -26049.614 | 218356.0412 | 146846.3186 | -51154.0472 | 198000.3658 |
Total P&L (%) | 192.3064 | -26.0496 | 218.356 | 146.8463 | -51.154 | 198.0004 |
Avg Daily Profit (%) | 0.1862 | -0.0252 | 0.2114 | 0.0875 | -0.0693 | 0.1058 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -54169 | -55170 | -54169 | -88814 | -84904 | -76368 |
Profit Factor | 1.5036 | 0.8936 | 2.595 | 1.2945 | 0.8273 | 1.9787 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 54 | 24 | 30 | 54 | 24 | 30 |
Losing Trades | 24 | 15 | 9 | 24 | 15 | 9 |
Profitability (%) | 69.2308 | 61.5385 | 76.9231 | 69.2308 | 61.5385 | 76.9231 |
Ratio Avg Win / Avg Loss | 0.6683 | 0.5585 | 0.7785 | 0.5753 | 0.5171 | 0.5936 |
Largest Winning Trade | 29935 | 29935 | 25916 | 40391 | 40391 | 29306 |
Largest Losing Trade | -54169 | -34102 | -54169 | -76368 | -49996 | -76368 |
Avg Bars in Trades | 73 | 73 | 73 | 73 | 73 | 73 |
Avg Bars in Winners | 49 | 41 | 55 | 49 | 41 | 55 |
Avg Bars in Losers | 128 | 125 | 134 | 128 | 125 | 134 |
Bars Traded | 5744 | 2875 | 2869 | 5744 | 2875 | 2869 |
Profit Streak | 66.4057 | 92.0724 | 66.4057 | 66.4057 | 92.0724 | 66.4057 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -27298 | -577901 | 532177 | -112203 | -577901 | -45917 |
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{ "first_band": { "type": "ema", "factors": { "length": 17, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 224, "offset": 35 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 17, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 224, "offset": 35 } } }
# | 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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