Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 784226.4962 | 707411.3804 | 76815.1158 | 980629.4911 | 568362.3285 | 412267.1626 |
Total P&L (%) | 784.2265 | 707.4114 | 76.8151 | 980.6295 | 568.3623 | 412.2672 |
Avg Daily Profit (%) | 0.4234 | 0.382 | 0.0415 | 0.1286 | 0.1026 | 0.0883 |
Buy And Hold Return (%) | 261.7968 | 261.7968 | 261.7968 | 261.7968 | 261.7968 | 261.7968 |
Max Trade Drawdown | -128136 | -79922 | -113842 | -772296 | -425921 | -554097 |
Profit Factor | 2.4784 | 3.5471 | 1.304 | 1.3965 | 1.3875 | 1.4096 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 47 | 25 | 22 | 47 | 25 | 22 |
Losing Trades | 50 | 24 | 26 | 50 | 24 | 26 |
Profitability (%) | 48.4536 | 51.0204 | 45.8333 | 48.4536 | 51.0204 | 45.8333 |
Ratio Avg Win / Avg Loss | 2.6366 | 3.4052 | 1.5411 | 1.4856 | 1.332 | 1.6658 |
Largest Winning Trade | 578836 | 578836 | 51465 | 464202 | 464202 | 300608 |
Largest Losing Trade | -39511 | -33743 | -39511 | -257890 | -205860 | -257890 |
Avg Bars in Trades | 54 | 51 | 58 | 54 | 51 | 58 |
Avg Bars in Winners | 56 | 52 | 61 | 56 | 52 | 61 |
Avg Bars in Losers | 53 | 50 | 55 | 53 | 50 | 55 |
Bars Traded | 5315 | 2510 | 2805 | 5315 | 2510 | 2805 |
Profit Streak | 19.7621 | 19.7621 | 24.0955 | 19.7621 | 19.7621 | 24.0955 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 442008 | 494340 | -303049 | -21976 | -59900 | -83986 |
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{ "first_band": { "type": "ema", "factors": { "length": 148, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 51, "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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