Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1029628.4905 | 943921.4161 | 85707.0744 | 1761477.3144 | 285097.3701 | 1476379.9443 |
Total P&L (%) | 1029.6285 | 943.9214 | 85.7071 | 1761.4773 | 285.0974 | 1476.3799 |
Avg Daily Profit (%) | 0.4944 | 0.4533 | 0.0412 | 0.1405 | 0.0648 | 0.1325 |
Buy And Hold Return (%) | 94.898 | 94.898 | 94.898 | 94.898 | 94.898 | 94.898 |
Max Trade Drawdown | -132486 | -96591 | -251651 | -4572281 | -3301564 | -1707210 |
Profit Factor | 1.5389 | 2.022 | 1.0868 | 1.0944 | 1.0291 | 1.1665 |
Total Trades | 594 | 297 | 297 | 594 | 297 | 297 |
Winning Trades | 201 | 95 | 106 | 201 | 95 | 106 |
Losing Trades | 393 | 202 | 191 | 393 | 202 | 191 |
Profitability (%) | 33.8384 | 31.9865 | 35.6902 | 33.8384 | 31.9865 | 35.6902 |
Ratio Avg Win / Avg Loss | 3.009 | 4.2994 | 1.9584 | 2.1398 | 2.1882 | 2.102 |
Largest Winning Trade | 467459 | 467459 | 53595 | 2196472 | 2196472 | 1039590 |
Largest Losing Trade | -20794 | -20794 | -19630 | -1144025 | -1144025 | -448477 |
Avg Bars in Trades | 41 | 40 | 43 | 41 | 40 | 43 |
Avg Bars in Winners | 81 | 81 | 81 | 81 | 81 | 81 |
Avg Bars in Losers | 21 | 21 | 21 | 21 | 21 | 21 |
Bars Traded | 24834 | 12035 | 12799 | 24834 | 12035 | 12799 |
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 | 360993 | 289353 | -432164 | -123826 | -302974 | -56495 |
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{ "first_band": { "type": "ema", "factors": { "length": 44, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 12, "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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