Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1394209.9141 | 1466566.8177 | -72356.9036 | 42485.1102 | -210940.0384 | 253425.1485 |
Total P&L (%) | 1394.2099 | 1466.5668 | -72.3569 | 42.4851 | -210.94 | 253.4251 |
Avg Daily Profit (%) | 0.7768 | 0.8171 | -0.0403 | 0.0197 | 0 | 0.0704 |
Buy And Hold Return (%) | 396.5707 | 396.5707 | 396.5707 | 396.5707 | 396.5707 | 396.5707 |
Max Trade Drawdown | -117233 | -135721 | -206089 | -337562 | -548482 | -125905 |
Profit Factor | 2.5551 | 4.4924 | 0.8482 | 1.0234 | 0.8044 | 1.3449 |
Total Trades | 142 | 71 | 71 | 142 | 71 | 71 |
Winning Trades | 44 | 20 | 24 | 44 | 20 | 24 |
Losing Trades | 98 | 51 | 47 | 98 | 51 | 47 |
Profitability (%) | 30.9859 | 28.169 | 33.8028 | 30.9859 | 28.169 | 33.8028 |
Ratio Avg Win / Avg Loss | 5.6909 | 11.4557 | 1.661 | 2.2795 | 2.0513 | 2.6338 |
Largest Winning Trade | 1348120 | 1348120 | 53793 | 175338 | 175338 | 167063 |
Largest Losing Trade | -66635 | -30818 | -66635 | -100626 | -100626 | -48105 |
Avg Bars in Trades | 148 | 130 | 166 | 148 | 130 | 166 |
Avg Bars in Winners | 332 | 312 | 348 | 332 | 312 | 348 |
Avg Bars in Losers | 66 | 59 | 73 | 66 | 59 | 73 |
Bars Traded | 21103 | 9272 | 11831 | 21103 | 9272 | 11831 |
Profit Streak | 29.4596 | 29.9596 | 0 | 29.4596 | 29.9596 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 313474 | -84152 | -671257 | -532402 | -680265 | -356555 |
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{ "first_band": { "type": "sma", "factors": { "length": 248, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 31, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 248, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 31, "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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