Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 488446.6928 | 780520.4395 | -292073.7466 | 9865514.1324 | -13919997.9912 | 23785512.1237 |
Total P&L (%) | 488.4467 | 780.5204 | -292.0737 | 9865.5141 | -13919.998 | 23785.5121 |
Avg Daily Profit (%) | 0.2164 | 0.3459 | -0.1294 | 0.2041 | 0 | 0.2429 |
Buy And Hold Return (%) | 7887.5725 | 7887.5725 | 7887.5725 | 7887.5725 | 7887.5725 | 7887.5725 |
Max Trade Drawdown | -264790 | -65861 | -379083 | -29807758 | -19543798 | -10981939 |
Profit Factor | 1.5875 | 4.9784 | 0.5401 | 1.2131 | 0.5415 | 2.4933 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 39 | 20 | 19 | 31 | 14 | 17 |
Losing Trades | 27 | 13 | 14 | 35 | 19 | 16 |
Profitability (%) | 59.0909 | 60.6061 | 57.5758 | 46.9697 | 42.4242 | 51.5152 |
Ratio Avg Win / Avg Loss | 1.0991 | 3.236 | 0.398 | 1.3697 | 0.7349 | 2.3467 |
Largest Winning Trade | 356905 | 356905 | 38719 | 22562364 | 8385687 | 22562364 |
Largest Losing Trade | -264790 | -34759 | -264790 | -11431987 | -11431987 | -5582238 |
Avg Bars in Trades | 193 | 221 | 165 | 193 | 221 | 165 |
Avg Bars in Winners | 218 | 249 | 186 | 197 | 216 | 181 |
Avg Bars in Losers | 156 | 176 | 137 | 189 | 224 | 148 |
Bars Traded | 12753 | 7295 | 5458 | 12753 | 7295 | 5458 |
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 | -283496 | -147364 | -579820 | -210091 | -583748 | 368330 |
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{ "first_band": { "type": "sma", "factors": { "length": 149, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 199, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 149, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 199, "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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