Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1757042.0996 | 1593916.312 | 163125.7876 | 24201335.9904 | 14799655.2075 | 9401680.7829 |
Total P&L (%) | 1757.0421 | 1593.9163 | 163.1258 | 24201.336 | 14799.6552 | 9401.6808 |
Avg Daily Profit (%) | 0.9672 | 0.8774 | 0.0898 | 0.3028 | 0.2758 | 0.251 |
Buy And Hold Return (%) | 709.056 | 709.056 | 709.056 | 709.056 | 709.056 | 709.056 |
Max Trade Drawdown | -107117 | -60303 | -71301 | -16913898 | -13775412 | -13206603 |
Profit Factor | 3.0782 | 4.7817 | 1.3848 | 1.3254 | 1.3938 | 1.2556 |
Total Trades | 288 | 144 | 144 | 288 | 144 | 144 |
Winning Trades | 86 | 40 | 46 | 86 | 40 | 46 |
Losing Trades | 202 | 104 | 98 | 202 | 104 | 98 |
Profitability (%) | 29.8611 | 27.7778 | 31.9444 | 29.8611 | 27.7778 | 31.9444 |
Ratio Avg Win / Avg Loss | 7.2303 | 12.4324 | 2.9501 | 3.1132 | 3.6238 | 2.6749 |
Largest Winning Trade | 1008884 | 1008884 | 62690 | 12998481 | 12998481 | 8628337 |
Largest Losing Trade | -18686 | -18686 | -15183 | -2604428 | -2604428 | -2442087 |
Avg Bars in Trades | 18 | 16 | 20 | 18 | 16 | 20 |
Avg Bars in Winners | 46 | 42 | 49 | 46 | 42 | 49 |
Avg Bars in Losers | 6 | 6 | 6 | 6 | 6 | 6 |
Bars Traded | 5367 | 2430 | 2937 | 5367 | 2430 | 2937 |
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 | 319827 | -1835 | -244062 | 131800 | -7013 | 89298 |
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{ "first_band": { "type": "ema", "factors": { "length": 45, "offset": 0 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 45, "offset": 0 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "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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