Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1844627.0592 | 1715378.8967 | 129248.1625 | 11216613.0165 | 4701809.7707 | 6514803.2458 |
Total P&L (%) | 1844.6271 | 1715.3789 | 129.2482 | 11216.613 | 4701.8098 | 6514.8032 |
Avg Daily Profit (%) | 0.8178 | 0.7605 | 0.0573 | 0.2099 | 0.1718 | 0.186 |
Buy And Hold Return (%) | 308.4548 | 308.4548 | 308.4548 | 308.4548 | 308.4548 | 308.4548 |
Max Trade Drawdown | -102996 | -70754 | -68081 | -7159585 | -5709978 | -3010913 |
Profit Factor | 5.1872 | 8.9932 | 1.5721 | 1.4289 | 1.3219 | 1.5643 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 31 | 14 | 17 | 31 | 14 | 17 |
Losing Trades | 26 | 15 | 11 | 26 | 15 | 11 |
Profitability (%) | 54.386 | 48.2759 | 60.7143 | 54.386 | 48.2759 | 60.7143 |
Ratio Avg Win / Avg Loss | 4.3505 | 9.6355 | 1.0172 | 1.1985 | 1.4163 | 1.0122 |
Largest Winning Trade | 1133201 | 1133201 | 54333 | 6239789 | 6239789 | 3718760 |
Largest Losing Trade | -36429 | -35056 | -36429 | -3516798 | -3516798 | -2876223 |
Avg Bars in Trades | 75 | 70 | 81 | 75 | 70 | 81 |
Avg Bars in Winners | 111 | 118 | 105 | 111 | 118 | 105 |
Avg Bars in Losers | 32 | 24 | 44 | 32 | 24 | 44 |
Bars Traded | 4311 | 2030 | 2281 | 4311 | 2030 | 2281 |
Profit Streak | 0 | 0 | 157.9765 | 0 | 0 | 157.9765 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -158497 | 708196 | -299133 | -169937 | 262400 | -9084 |
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{ "first_band": { "type": "sma", "factors": { "length": 74, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 54, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 74, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 54, "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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