Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1447206.3689 | 1332655.145 | 114551.2239 | 12556475.9403 | 9753086.3687 | 2803389.5716 |
Total P&L (%) | 1447.2064 | 1332.6551 | 114.5512 | 12556.4759 | 9753.0864 | 2803.3896 |
Avg Daily Profit (%) | 0.7948 | 0.7319 | 0.0629 | 0.2662 | 0.2524 | 0.1852 |
Buy And Hold Return (%) | 597.6303 | 597.6303 | 597.6303 | 597.6303 | 597.6303 | 597.6303 |
Max Trade Drawdown | -73727 | -50945 | -54600 | -12747993 | -8750789 | -9640626 |
Profit Factor | 3.4263 | 6.2515 | 1.3343 | 1.2781 | 1.4963 | 1.1099 |
Total Trades | 122 | 61 | 61 | 122 | 61 | 61 |
Winning Trades | 43 | 20 | 23 | 43 | 20 | 23 |
Losing Trades | 79 | 41 | 38 | 79 | 41 | 38 |
Profitability (%) | 35.2459 | 32.7869 | 37.7049 | 35.2459 | 32.7869 | 37.7049 |
Ratio Avg Win / Avg Loss | 6.2948 | 12.8156 | 2.2044 | 2.3481 | 3.0674 | 1.8338 |
Largest Winning Trade | 761946 | 761946 | 75847 | 8781684 | 8781684 | 5561273 |
Largest Losing Trade | -39151 | -19945 | -39151 | -3714543 | -2428673 | -3714543 |
Avg Bars in Trades | 175 | 164 | 187 | 175 | 164 | 187 |
Avg Bars in Winners | 348 | 338 | 357 | 348 | 338 | 357 |
Avg Bars in Losers | 81 | 79 | 84 | 81 | 79 | 84 |
Bars Traded | 21440 | 10031 | 11409 | 21440 | 10031 | 11409 |
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 | 366535 | -152896 | -440041 | 153022 | -157772 | -258915 |
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{ "first_band": { "type": "sma", "factors": { "length": 221, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 22, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 221, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 22, "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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