Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1797784.8465 | 1644919.2665 | 152865.58 | 29100564.9691 | 19024142.8511 | 10076422.118 |
Total P&L (%) | 1797.7848 | 1644.9193 | 152.8656 | 29100.565 | 19024.1429 | 10076.4221 |
Avg Daily Profit (%) | 0.9918 | 0.9075 | 0.0843 | 0.3137 | 0.2902 | 0.2553 |
Buy And Hold Return (%) | 506.3825 | 506.3825 | 506.3825 | 506.3825 | 506.3825 | 506.3825 |
Max Trade Drawdown | -92938 | -55431 | -61458 | -18083999 | -17118718 | -12872241 |
Profit Factor | 3.48 | 5.8072 | 1.3994 | 1.3881 | 1.5024 | 1.2716 |
Total Trades | 220 | 110 | 110 | 220 | 110 | 110 |
Winning Trades | 68 | 31 | 37 | 68 | 31 | 37 |
Losing Trades | 152 | 79 | 73 | 152 | 79 | 73 |
Profitability (%) | 30.9091 | 28.1818 | 33.6364 | 30.9091 | 28.1818 | 33.6364 |
Ratio Avg Win / Avg Loss | 7.7787 | 14.7991 | 2.761 | 3.1029 | 3.8286 | 2.5088 |
Largest Winning Trade | 1008884 | 1008884 | 78458 | 15706009 | 15706009 | 9071068 |
Largest Losing Trade | -26916 | -17941 | -26916 | -4338395 | -3918426 | -4338395 |
Avg Bars in Trades | 24 | 22 | 26 | 24 | 22 | 26 |
Avg Bars in Winners | 59 | 54 | 63 | 59 | 54 | 63 |
Avg Bars in Losers | 8 | 9 | 7 | 8 | 9 | 7 |
Bars Traded | 5368 | 2455 | 2913 | 5368 | 2455 | 2913 |
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 | 409381 | 107311 | -250686 | 170922 | -4534 | 114649 |
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{ "first_band": { "type": "rma", "factors": { "length": 22, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 3, "offset": 0 } } }
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{ "first_band": { "type": "rma", "factors": { "length": 22, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 3, "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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