Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 4038401.0801 | 3898292.8707 | 140108.2094 | 21681688.0059 | 41911478.9532 | -20229790.9474 |
Total P&L (%) | 4038.4011 | 3898.2929 | 140.1082 | 21681.688 | 41911.479 | -20229.7909 |
Avg Daily Profit (%) | 1.8152 | 1.7522 | 0.063 | 0.2423 | 0.2719 | 0 |
Buy And Hold Return (%) | 499.3959 | 499.3959 | 499.3959 | 499.3959 | 499.3959 | 499.3959 |
Max Trade Drawdown | -139333 | -79115 | -99165 | -104619980 | -62406163 | -60958214 |
Profit Factor | 9.0732 | 18.8456 | 1.4972 | 1.0814 | 1.346 | 0.8606 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 27 | 14 | 13 | 27 | 14 | 13 |
Losing Trades | 44 | 21 | 23 | 44 | 21 | 23 |
Profitability (%) | 38.0282 | 40 | 36.1111 | 38.0282 | 40 | 36.1111 |
Ratio Avg Win / Avg Loss | 14.786 | 28.2685 | 2.6489 | 1.7623 | 2.019 | 1.5226 |
Largest Winning Trade | 3654352 | 3654352 | 55790 | 56803012 | 56803012 | 24731039 |
Largest Losing Trade | -49354 | -23807 | -49354 | -18774685 | -18774685 | -17433161 |
Avg Bars in Trades | 124 | 115 | 132 | 124 | 115 | 132 |
Avg Bars in Winners | 251 | 216 | 289 | 251 | 216 | 289 |
Avg Bars in Losers | 45 | 47 | 44 | 45 | 47 | 44 |
Bars Traded | 8808 | 4030 | 4778 | 8808 | 4030 | 4778 |
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 | -73357 | 670401 | -277617 | -217364 | 224269 | -583403 |
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{ "first_band": { "type": "rma", "factors": { "length": 46, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 45, "offset": 0 } } }
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{ "first_band": { "type": "rma", "factors": { "length": 46, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 45, "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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