Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1211424.3797 | 1007438.9569 | 203985.4228 | 8317730.6157 | 2561509.4037 | 5756221.212 |
Total P&L (%) | 1211.4244 | 1007.439 | 203.9854 | 8317.7306 | 2561.5094 | 5756.2212 |
Avg Daily Profit (%) | 0.5238 | 0.4356 | 0.0882 | 0.1919 | 0.142 | 0.1761 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -114403 | -92865 | -110219 | -14336418 | -9767240 | -9343103 |
Profit Factor | 2.1189 | 2.7338 | 1.4067 | 1.096 | 1.054 | 1.1469 |
Total Trades | 233 | 117 | 116 | 233 | 117 | 116 |
Winning Trades | 124 | 61 | 63 | 124 | 61 | 63 |
Losing Trades | 109 | 56 | 53 | 109 | 56 | 53 |
Profitability (%) | 53.2189 | 52.1368 | 54.3103 | 53.2189 | 52.1368 | 54.3103 |
Ratio Avg Win / Avg Loss | 1.8626 | 2.5097 | 1.1834 | 0.9634 | 0.9676 | 0.9649 |
Largest Winning Trade | 470409 | 470409 | 80770 | 7414996 | 7414996 | 4737887 |
Largest Losing Trade | -61490 | -45959 | -61490 | -5913375 | -5136434 | -5913375 |
Avg Bars in Trades | 38 | 32 | 44 | 38 | 32 | 44 |
Avg Bars in Winners | 48 | 39 | 57 | 48 | 39 | 57 |
Avg Bars in Losers | 26 | 24 | 29 | 26 | 24 | 29 |
Bars Traded | 8951 | 3782 | 5169 | 8951 | 3782 | 5169 |
Profit Streak | 0 | 0 | 15.5961 | 0 | 0 | 15.5961 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 592976 | 550852 | -73576 | -106968 | -165842 | -51873 |
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{ "first_band": { "type": "ema", "factors": { "length": 97, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 36, "offset": 0 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 97, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 36, "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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