Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2926053.9001 | 2867394.7169 | 58659.1831 | 712575.5671 | 2445175.2871 | -1732599.7201 |
Total P&L (%) | 2926.0539 | 2867.3947 | 58.6592 | 712.5756 | 2445.1753 | -1732.5997 |
Avg Daily Profit (%) | 1.2617 | 1.2364 | 0.0253 | 0.0904 | 0.1397 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -132048 | -104657 | -131002 | -3594876 | -1864110 | -2229681 |
Profit Factor | 4.1962 | 6.8788 | 1.1371 | 1.0775 | 1.5263 | 0.619 |
Total Trades | 112 | 56 | 56 | 112 | 56 | 56 |
Winning Trades | 34 | 14 | 20 | 34 | 14 | 20 |
Losing Trades | 78 | 42 | 36 | 78 | 42 | 36 |
Profitability (%) | 30.3571 | 25 | 35.7143 | 30.3571 | 25 | 35.7143 |
Ratio Avg Win / Avg Loss | 9.6265 | 20.6364 | 2.0468 | 2.4719 | 4.579 | 1.1142 |
Largest Winning Trade | 2608096 | 2608096 | 84662 | 3867570 | 3867570 | 579990 |
Largest Losing Trade | -44001 | -44001 | -43863 | -1169739 | -874149 | -1169739 |
Avg Bars in Trades | 120 | 104 | 136 | 120 | 104 | 136 |
Avg Bars in Winners | 274 | 274 | 275 | 274 | 274 | 275 |
Avg Bars in Losers | 53 | 47 | 59 | 53 | 47 | 59 |
Bars Traded | 13497 | 5850 | 7646 | 13497 | 5850 | 7646 |
Profit Streak | 15.0975 | 0 | 25.0975 | 15.0975 | 0 | 25.0975 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 504592 | -188074 | -413748 | -212793 | -213740 | -764456 |
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{ "first_band": { "type": "rma", "factors": { "length": 39, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 59, "offset": 0 } } }
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{ "first_band": { "type": "rma", "factors": { "length": 39, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 59, "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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