Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1666265.4566 | 1537199.1925 | 129066.2641 | 18465523.567 | 15355675.2663 | 3109848.3007 |
Total P&L (%) | 1666.2655 | 1537.1992 | 129.0663 | 18465.5236 | 15355.6753 | 3109.8483 |
Avg Daily Profit (%) | 0.9175 | 0.8465 | 0.0711 | 0.2881 | 0.278 | 0.1912 |
Buy And Hold Return (%) | 669.8656 | 669.8656 | 669.8656 | 669.8656 | 669.8656 | 669.8656 |
Max Trade Drawdown | -75814 | -71981 | -54259 | -22977973 | -21555233 | -15538833 |
Profit Factor | 3.4965 | 5.7653 | 1.3743 | 1.2283 | 1.3738 | 1.0782 |
Total Trades | 150 | 75 | 75 | 150 | 75 | 75 |
Winning Trades | 54 | 26 | 28 | 54 | 26 | 28 |
Losing Trades | 96 | 49 | 47 | 96 | 49 | 47 |
Profitability (%) | 36 | 34.6667 | 37.3333 | 36 | 34.6667 | 37.3333 |
Ratio Avg Win / Avg Loss | 6.216 | 10.8653 | 2.3068 | 2.1837 | 2.5892 | 1.8098 |
Largest Winning Trade | 927328 | 927328 | 77797 | 16969213 | 16969213 | 7666145 |
Largest Losing Trade | -31883 | -20503 | -31883 | -5800595 | -3778748 | -5800595 |
Avg Bars in Trades | 71 | 66 | 76 | 71 | 66 | 76 |
Avg Bars in Winners | 143 | 131 | 154 | 143 | 131 | 154 |
Avg Bars in Losers | 30 | 31 | 30 | 30 | 31 | 30 |
Bars Traded | 10734 | 4985 | 5749 | 10734 | 4985 | 5749 |
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 | 419712 | -46282 | -324056 | 176013 | -52570 | -189016 |
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{ "first_band": { "type": "ema", "factors": { "length": 62, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 9, "offset": 0 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 62, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 9, "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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