Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 945589.6738 | 822412.3203 | 123177.3535 | 6517352.1064 | 5452052.9728 | 1065299.1335 |
Total P&L (%) | 945.5897 | 822.4123 | 123.1774 | 6517.3521 | 5452.053 | 1065.2991 |
Avg Daily Profit (%) | 0.5233 | 0.4551 | 0.0682 | 0.2323 | 0.2225 | 0.136 |
Buy And Hold Return (%) | 258.6537 | 258.6537 | 258.6537 | 258.6537 | 258.6537 | 258.6537 |
Max Trade Drawdown | -57822 | -44486 | -53323 | -5172234 | -3884371 | -3100109 |
Profit Factor | 2.8119 | 4.0216 | 1.4933 | 1.3354 | 1.5477 | 1.1124 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Losing Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Profitability (%) | 34.4086 | 34.7826 | 34.0426 | 34.4086 | 34.7826 | 34.0426 |
Ratio Avg Win / Avg Loss | 5.3602 | 7.5406 | 2.8933 | 2.5456 | 2.902 | 2.1553 |
Largest Winning Trade | 294189 | 294189 | 75182 | 5595988 | 5595988 | 2694824 |
Largest Losing Trade | -37149 | -37149 | -18710 | -1588682 | -1441064 | -1588682 |
Avg Bars in Trades | 37 | 33 | 40 | 37 | 33 | 40 |
Avg Bars in Winners | 85 | 80 | 91 | 85 | 80 | 91 |
Avg Bars in Losers | 11 | 8 | 14 | 11 | 8 | 14 |
Bars Traded | 3471 | 1548 | 1923 | 3471 | 1548 | 1923 |
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 | 281682 | 306001 | -271443 | 140743 | 183415 | -115089 |
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{ "first_band": { "type": "sma", "factors": { "length": 61, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 4, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 61, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 4, "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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