Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 106232.0469 | 21482.7227 | 84749.3242 | 141910.545 | 27907.0146 | 114003.5305 |
Total P&L (%) | 106.232 | 21.4827 | 84.7493 | 141.9105 | 27.907 | 114.0035 |
Avg Daily Profit (%) | 0.4079 | 0.0825 | 0.3254 | 0.3398 | 0.0946 | 0.2926 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -33150 | -32433 | -22170 | -34263 | -33775 | -32167 |
Profit Factor | 1.5437 | 1.16 | 2.386 | 1.4944 | 1.1452 | 2.2011 |
Total Trades | 138 | 69 | 69 | 138 | 69 | 69 |
Winning Trades | 101 | 47 | 54 | 101 | 47 | 54 |
Losing Trades | 37 | 22 | 15 | 37 | 22 | 15 |
Profitability (%) | 73.1884 | 68.1159 | 78.2609 | 73.1884 | 68.1159 | 78.2609 |
Ratio Avg Win / Avg Loss | 0.5655 | 0.543 | 0.6628 | 0.5474 | 0.5361 | 0.6114 |
Largest Winning Trade | 7470 | 7470 | 6822 | 14024 | 12507 | 14024 |
Largest Losing Trade | -29433 | -29433 | -13564 | -30566 | -30566 | -19317 |
Avg Bars in Trades | 179 | 183 | 174 | 179 | 183 | 174 |
Avg Bars in Winners | 100 | 83 | 115 | 100 | 83 | 115 |
Avg Bars in Losers | 394 | 398 | 387 | 394 | 398 | 387 |
Bars Traded | 24752 | 12689 | 12063 | 24752 | 12689 | 12063 |
Profit Streak | 7.392 | 14.715 | 7.392 | 7.392 | 14.715 | 7.392 |
Trades During Streak | 8 | 6 | 4 | 8 | 6 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 468501 | -233997 | -87337 | 436690 | -231558 | -87975 |
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{ "first_band": { "type": "ema", "factors": { "length": 78, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 94, "offset": 0 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 78, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 94, "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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