Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 726634.1536 | 693603.5962 | 33030.5574 | 853740.496 | 1038783.823 | -185043.327 |
Total P&L (%) | 726.6342 | 693.6036 | 33.0306 | 853.7405 | 1038.7838 | -185.0433 |
Avg Daily Profit (%) | 0.2907 | 0.2775 | 0.0132 | 0.0903 | 0.0974 | 0 |
Buy And Hold Return (%) | 278.8795 | 278.8795 | 278.8795 | 278.8795 | 278.8795 | 278.8795 |
Max Trade Drawdown | -107724 | -64484 | -69688 | -3302114 | -1721031 | -1846521 |
Profit Factor | 2.3496 | 3.5813 | 1.1225 | 1.0988 | 1.2237 | 0.9537 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Losing Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Profitability (%) | 50 | 51.2195 | 48.7805 | 50 | 51.2195 | 48.7805 |
Ratio Avg Win / Avg Loss | 2.3496 | 3.4107 | 1.1786 | 1.0988 | 1.1654 | 1.0014 |
Largest Winning Trade | 407621 | 407621 | 41699 | 1918732 | 1918732 | 939248 |
Largest Losing Trade | -56590 | -33451 | -56590 | -1432420 | -930234 | -1432420 |
Avg Bars in Trades | 175 | 173 | 178 | 175 | 173 | 178 |
Avg Bars in Winners | 249 | 242 | 257 | 249 | 242 | 257 |
Avg Bars in Losers | 102 | 101 | 103 | 102 | 101 | 103 |
Bars Traded | 14420 | 7106 | 7313 | 14420 | 7106 | 7313 |
Profit Streak | 88.1565 | 126.1565 | 0 | 88.1565 | 126.1565 | 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 | 57843 | 452635 | -427212 | -195154 | -64670 | -579549 |
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{ "first_band": { "type": "sma", "factors": { "length": 219, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 167, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 219, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 167, "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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