Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1445169.3689 | 1355324.9766 | 89844.3923 | 9573464.9972 | 10628636.9018 | -1055171.9046 |
Total P&L (%) | 1445.1694 | 1355.325 | 89.8444 | 9573.465 | 10628.6369 | -1055.1719 |
Avg Daily Profit (%) | 0.7826 | 0.734 | 0.0487 | 0.2479 | 0.2535 | 0 |
Buy And Hold Return (%) | 433.0668 | 433.0668 | 433.0668 | 433.0668 | 433.0668 | 433.0668 |
Max Trade Drawdown | -99335 | -68148 | -72128 | -19355440 | -13364194 | -12578965 |
Profit Factor | 3.246 | 5.4212 | 1.2667 | 1.1854 | 1.4287 | 0.9607 |
Total Trades | 141 | 71 | 70 | 141 | 71 | 70 |
Winning Trades | 46 | 22 | 24 | 46 | 22 | 24 |
Losing Trades | 95 | 49 | 46 | 95 | 49 | 46 |
Profitability (%) | 32.6241 | 30.9859 | 34.2857 | 32.6241 | 30.9859 | 34.2857 |
Ratio Avg Win / Avg Loss | 6.7037 | 12.0745 | 2.4278 | 2.4481 | 3.1822 | 1.8413 |
Largest Winning Trade | 761946 | 761946 | 75708 | 11465822 | 11465822 | 7930434 |
Largest Losing Trade | -23260 | -14352 | -23260 | -4292958 | -2913328 | -4292958 |
Avg Bars in Trades | 155 | 145 | 164 | 155 | 145 | 164 |
Avg Bars in Winners | 332 | 315 | 349 | 332 | 315 | 349 |
Avg Bars in Losers | 68 | 69 | 68 | 68 | 69 | 68 |
Bars Traded | 21868 | 10329 | 11539 | 21868 | 10329 | 11539 |
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 | 360961 | -76643 | -393289 | -13399 | -83875 | -678569 |
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{ "first_band": { "type": "rma", "factors": { "length": 81, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 36, "offset": 0 } } }
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{ "first_band": { "type": "rma", "factors": { "length": 81, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 36, "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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