Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 258692.0602 | 157129.8805 | 101562.1798 | 167106.8537 | 7249.6498 | 159857.2039 |
Total P&L (%) | 258.6921 | 157.1299 | 101.5622 | 167.1069 | 7.2497 | 159.8572 |
Avg Daily Profit (%) | 0.2483 | 0.1508 | 0.0975 | 0.0944 | 0.0067 | 0.0917 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -111566 | -77096 | -70297 | -535638 | -362055 | -206317 |
Profit Factor | 1.4866 | 1.5849 | 1.3861 | 1.1337 | 1.0104 | 1.2899 |
Total Trades | 175 | 87 | 88 | 175 | 87 | 88 |
Winning Trades | 127 | 66 | 61 | 127 | 66 | 61 |
Losing Trades | 48 | 21 | 27 | 48 | 21 | 27 |
Profitability (%) | 72.5714 | 75.8621 | 69.3182 | 72.5714 | 75.8621 | 69.3182 |
Ratio Avg Win / Avg Loss | 0.5619 | 0.5043 | 0.6135 | 0.4285 | 0.3215 | 0.5709 |
Largest Winning Trade | 40011 | 40011 | 26957 | 86888 | 86888 | 57182 |
Largest Losing Trade | -70223 | -48544 | -70223 | -352629 | -352629 | -190806 |
Avg Bars in Trades | 139 | 142 | 136 | 139 | 142 | 136 |
Avg Bars in Winners | 84 | 91 | 75 | 84 | 91 | 75 |
Avg Bars in Losers | 285 | 300 | 273 | 285 | 300 | 273 |
Bars Traded | 24375 | 12376 | 11999 | 24375 | 12376 | 11999 |
Profit Streak | 24.8699 | 63.8282 | 24.8699 | 24.8699 | 63.8282 | 24.8699 |
Trades During Streak | 4 | 5 | 2 | 4 | 5 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 465789 | 437976 | -60375 | -136738 | -555591 | -68671 |
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{ "first_band": { "type": "ema", "factors": { "length": 54, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 246, "offset": 0 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 54, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 246, "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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