Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2745733.1145 | 2590617.7584 | 155115.356 | 3943972.0126 | 4643296.2722 | -699324.2596 |
Total P&L (%) | 2745.7331 | 2590.6178 | 155.1154 | 3943.972 | 4643.2963 | -699.3243 |
Avg Daily Profit (%) | 1.1838 | 1.1169 | 0.0669 | 0.1596 | 0.1665 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -100866 | -117095 | -103223 | -5816824 | -4554464 | -4559560 |
Profit Factor | 4.7356 | 7.273 | 1.4817 | 1.1283 | 1.2616 | 0.9461 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 29 | 12 | 17 | 29 | 12 | 17 |
Losing Trades | 57 | 31 | 26 | 57 | 31 | 26 |
Profitability (%) | 33.7209 | 27.907 | 39.5349 | 33.7209 | 27.907 | 39.5349 |
Ratio Avg Win / Avg Loss | 9.308 | 18.7887 | 2.2661 | 2.2178 | 3.2591 | 1.447 |
Largest Winning Trade | 2290155 | 2290155 | 79444 | 7781048 | 7781048 | 2521058 |
Largest Losing Trade | -39585 | -39585 | -34809 | -2506863 | -1858450 | -2506863 |
Avg Bars in Trades | 105 | 89 | 121 | 105 | 89 | 121 |
Avg Bars in Winners | 231 | 214 | 243 | 231 | 214 | 243 |
Avg Bars in Losers | 41 | 41 | 41 | 41 | 41 | 41 |
Bars Traded | 9090 | 3869 | 5221 | 9090 | 3869 | 5221 |
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 | 539970 | 180634 | -105354 | -76650 | -8239 | -583130 |
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{ "first_band": { "type": "rma", "factors": { "length": 29, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 55, "offset": 0 } } }
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{ "first_band": { "type": "rma", "factors": { "length": 29, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 55, "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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