Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2627397.8322 | 2500542.1046 | 126855.7276 | 1329882.3236 | -715798.2333 | 2045680.5569 |
Total P&L (%) | 2627.3978 | 2500.5421 | 126.8557 | 1329.8823 | -715.7982 | 2045.6806 |
Avg Daily Profit (%) | 1.1352 | 1.0804 | 0.0548 | 0.115 | 0 | 0.1326 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -115400 | -158069 | -70781 | -4548834 | -4193859 | -2067097 |
Profit Factor | 4.2685 | 6.3049 | 1.3815 | 1.0863 | 0.9251 | 1.3497 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 35 | 15 | 20 | 35 | 15 | 20 |
Losing Trades | 52 | 29 | 23 | 52 | 29 | 23 |
Profitability (%) | 40.2299 | 34.0909 | 46.5116 | 40.2299 | 34.0909 | 46.5116 |
Ratio Avg Win / Avg Loss | 6.3418 | 12.1894 | 1.5888 | 1.614 | 1.7885 | 1.5521 |
Largest Winning Trade | 2338637 | 2338637 | 60494 | 1813133 | 1813133 | 1263136 |
Largest Losing Trade | -43221 | -43221 | -29799 | -1300131 | -1300131 | -998057 |
Avg Bars in Trades | 103 | 107 | 98 | 103 | 107 | 98 |
Avg Bars in Winners | 159 | 177 | 145 | 159 | 177 | 145 |
Avg Bars in Losers | 65 | 70 | 58 | 65 | 70 | 58 |
Bars Traded | 8962 | 4711 | 4251 | 8962 | 4711 | 4251 |
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 | 617339 | 569131 | -119340 | -167075 | -584128 | -15451 |
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{ "first_band": { "type": "sma", "factors": { "length": 116, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 100, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 116, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 100, "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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