Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1484542.1584 | 1349631.4221 | 134910.7362 | 11172691.7954 | 12777822.338 | -1605130.5426 |
Total P&L (%) | 1484.5422 | 1349.6314 | 134.9107 | 11172.6918 | 12777.8223 | -1605.1305 |
Avg Daily Profit (%) | 0.593 | 0.5391 | 0.0539 | 0.1889 | 0.1942 | 0 |
Buy And Hold Return (%) | 441.3005 | 441.3005 | 441.3005 | 441.3005 | 441.3005 | 441.3005 |
Max Trade Drawdown | -119128 | -80791 | -65312 | -41653776 | -20582834 | -26646774 |
Profit Factor | 4.3578 | 7.2763 | 1.5941 | 1.112 | 1.2531 | 0.9674 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 29 | 12 | 17 | 29 | 12 | 17 |
Losing Trades | 50 | 28 | 22 | 50 | 28 | 22 |
Profitability (%) | 36.7089 | 30 | 43.5897 | 36.7089 | 30 | 43.5897 |
Ratio Avg Win / Avg Loss | 7.5134 | 16.978 | 2.0629 | 1.9172 | 2.9239 | 1.252 |
Largest Winning Trade | 955418 | 955418 | 56800 | 17352360 | 17352360 | 8948871 |
Largest Losing Trade | -38090 | -24638 | -38090 | -10619821 | -7125943 | -10619821 |
Avg Bars in Trades | 61 | 55 | 67 | 61 | 55 | 67 |
Avg Bars in Winners | 135 | 136 | 135 | 135 | 136 | 135 |
Avg Bars in Losers | 18 | 20 | 15 | 18 | 20 | 15 |
Bars Traded | 4868 | 2217 | 2651 | 4868 | 2217 | 2651 |
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 | -20513 | 311594 | -286212 | -124756 | 41297 | -581583 |
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{ "first_band": { "type": "ema", "factors": { "length": 115, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 30, "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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