Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1915736.4545 | 1717640.5504 | 198095.904 | 39259350.6785 | 11303849.9819 | 27955500.6966 |
Total P&L (%) | 1915.7365 | 1717.6406 | 198.0959 | 39259.3507 | 11303.85 | 27955.5007 |
Avg Daily Profit (%) | 0.8465 | 0.7589 | 0.0875 | 0.2644 | 0.2095 | 0.2494 |
Buy And Hold Return (%) | 348.4076 | 348.4076 | 348.4076 | 348.4076 | 348.4076 | 348.4076 |
Max Trade Drawdown | -98131 | -45189 | -67818 | -14198611 | -11996893 | -9090430 |
Profit Factor | 6.1991 | 9.5464 | 2.1827 | 1.7383 | 1.3596 | 2.2856 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Losing Trades | 26 | 14 | 12 | 26 | 14 | 12 |
Profitability (%) | 55.9322 | 53.3333 | 58.6207 | 55.9322 | 53.3333 | 58.6207 |
Ratio Avg Win / Avg Loss | 4.8842 | 8.3531 | 1.5407 | 1.3695 | 1.1897 | 1.6133 |
Largest Winning Trade | 1122937 | 1122937 | 48359 | 15062485 | 13816412 | 15062485 |
Largest Losing Trade | -34139 | -25658 | -34139 | -8680559 | -8680559 | -7960860 |
Avg Bars in Trades | 145 | 145 | 146 | 145 | 145 | 146 |
Avg Bars in Winners | 205 | 206 | 204 | 205 | 206 | 204 |
Avg Bars in Losers | 70 | 75 | 64 | 70 | 75 | 64 |
Bars Traded | 8594 | 4357 | 4237 | 8594 | 4357 | 4237 |
Profit Streak | 0 | 0 | 174.3745 | 0 | 0 | 174.3745 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -157997 | 731959 | -236083 | -167958 | 322263 | 520420 |
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{ "first_band": { "type": "sma", "factors": { "length": 157, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 129, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 157, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 129, "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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