Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 908783.2211 | 822397.425 | 86385.796 | 1771931.3331 | 1515202.2453 | 256729.0879 |
Total P&L (%) | 908.7832 | 822.3974 | 86.3858 | 1771.9313 | 1515.2022 | 256.7291 |
Avg Daily Profit (%) | 0.4918 | 0.445 | 0.0467 | 0.1587 | 0.1507 | 0.0688 |
Buy And Hold Return (%) | 131.5127 | 131.5127 | 131.5127 | 131.5127 | 131.5127 | 131.5127 |
Max Trade Drawdown | -81296 | -71325 | -44561 | -822205 | -339922 | -715905 |
Profit Factor | 3.3594 | 5.0619 | 1.4728 | 1.6786 | 2.2449 | 1.1842 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 27 | 12 | 15 | 27 | 12 | 15 |
Losing Trades | 38 | 21 | 17 | 38 | 21 | 17 |
Profitability (%) | 41.5385 | 36.3636 | 46.875 | 41.5385 | 36.3636 | 46.875 |
Ratio Avg Win / Avg Loss | 4.7281 | 8.8583 | 1.6692 | 2.3625 | 3.9285 | 1.3421 |
Largest Winning Trade | 667136 | 667136 | 53751 | 732674 | 685584 | 732674 |
Largest Losing Trade | -35641 | -23580 | -35641 | -705283 | -195472 | -705283 |
Avg Bars in Trades | 53 | 52 | 54 | 53 | 52 | 54 |
Avg Bars in Winners | 94 | 100 | 89 | 94 | 100 | 89 |
Avg Bars in Losers | 24 | 25 | 23 | 24 | 25 | 23 |
Bars Traded | 3493 | 1739 | 1754 | 3493 | 1739 | 1754 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -122672 | 437280 | -295252 | -128703 | 236194 | -127408 |
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{ "first_band": { "type": "ema", "factors": { "length": 46, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 22, "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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