Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1819906.783 | 1666059.9124 | 153846.8706 | 42742736.2551 | 38027378.2542 | 4715358.0009 |
Total P&L (%) | 1819.9068 | 1666.0599 | 153.8469 | 42742.7363 | 38027.3783 | 4715.358 |
Avg Daily Profit (%) | 0.9905 | 0.9068 | 0.0837 | 0.3304 | 0.324 | 0.2111 |
Buy And Hold Return (%) | 837.1358 | 837.1358 | 837.1358 | 837.1358 | 837.1358 | 837.1358 |
Max Trade Drawdown | -74598 | -50550 | -60189 | -53831731 | -33552250 | -39802547 |
Profit Factor | 3.7206 | 6.4758 | 1.4219 | 1.253 | 1.4894 | 1.0517 |
Total Trades | 184 | 92 | 92 | 184 | 92 | 92 |
Winning Trades | 62 | 29 | 33 | 62 | 29 | 33 |
Losing Trades | 122 | 63 | 59 | 122 | 63 | 59 |
Profitability (%) | 33.6957 | 31.5217 | 35.8696 | 33.6957 | 31.5217 | 35.8696 |
Ratio Avg Win / Avg Loss | 7.3211 | 14.0681 | 2.5421 | 2.4656 | 3.2356 | 1.8803 |
Largest Winning Trade | 1008884 | 1008884 | 78458 | 30198391 | 30198391 | 17039238 |
Largest Losing Trade | -26916 | -15097 | -26916 | -7874945 | -7370424 | -7874945 |
Avg Bars in Trades | 29 | 27 | 31 | 29 | 27 | 31 |
Avg Bars in Winners | 65 | 61 | 70 | 65 | 61 | 70 |
Avg Bars in Losers | 10 | 11 | 9 | 10 | 11 | 9 |
Bars Traded | 5360 | 2491 | 2869 | 5360 | 2491 | 2869 |
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 | 336949 | 274175 | -250802 | 178586 | 152400 | -161140 |
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{ "first_band": { "type": "ema", "factors": { "length": 41, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 134, "offset": 0 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 41, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 134, "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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