Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2015090.1984 | 1949401.3591 | 65688.8393 | 39562167.4147 | 31880681.257 | 7681486.1577 |
Total P&L (%) | 2015.0902 | 1949.4014 | 65.6888 | 39562.1674 | 31880.6813 | 7681.4862 |
Avg Daily Profit (%) | 0.8884 | 0.8595 | 0.029 | 0.2641 | 0.2546 | 0.1922 |
Buy And Hold Return (%) | 8935.7614 | 8935.7614 | 8935.7614 | 8935.7614 | 8935.7614 | 8935.7614 |
Max Trade Drawdown | -87493 | -63235 | -90259 | -26201075 | -7852542 | -18348533 |
Profit Factor | 6.0644 | 12.4204 | 1.2891 | 1.9665 | 2.6984 | 1.3466 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 36 | 16 | 20 | 36 | 16 | 20 |
Losing Trades | 36 | 20 | 16 | 36 | 20 | 16 |
Profitability (%) | 50 | 44.4444 | 55.5556 | 50 | 44.4444 | 55.5556 |
Ratio Avg Win / Avg Loss | 6.0644 | 15.5254 | 1.0313 | 1.9665 | 3.373 | 1.0773 |
Largest Winning Trade | 1167576 | 1167576 | 49065 | 27421183 | 27421183 | 16145363 |
Largest Losing Trade | -25274 | -19262 | -25274 | -8442735 | -5610083 | -8442735 |
Avg Bars in Trades | 181 | 171 | 192 | 181 | 171 | 192 |
Avg Bars in Winners | 291 | 287 | 295 | 291 | 287 | 295 |
Avg Bars in Losers | 71 | 79 | 62 | 71 | 79 | 62 |
Bars Traded | 13090 | 6173 | 6917 | 13090 | 6173 | 6917 |
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 | -227784 | -146194 | -319233 | -73298 | 319803 | -156720 |
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{ "first_band": { "type": "sma", "factors": { "length": 195, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 25, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 195, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 25, "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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