Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1886262.5792 | 1855260.9035 | 31001.6757 | 1563251.3837 | -106553.5248 | 1669804.9085 |
Total P&L (%) | 1886.2626 | 1855.2609 | 31.0017 | 1563.2514 | -106.5535 | 1669.8049 |
Avg Daily Profit (%) | 1.0077 | 0.9911 | 0.0166 | 0.1503 | 0 | 0.1536 |
Buy And Hold Return (%) | 434.5489 | 434.5489 | 434.5489 | 434.5489 | 434.5489 | 434.5489 |
Max Trade Drawdown | -119390 | -109637 | -79198 | -4791187 | -3677756 | -2101466 |
Profit Factor | 3.6643 | 5.8514 | 1.0952 | 1.0892 | 0.9896 | 1.2281 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 30 | 10 | 20 | 30 | 10 | 20 |
Losing Trades | 66 | 38 | 28 | 66 | 38 | 28 |
Profitability (%) | 31.25 | 20.8333 | 41.6667 | 31.25 | 20.8333 | 41.6667 |
Ratio Avg Win / Avg Loss | 8.0615 | 22.2354 | 1.5333 | 2.3963 | 3.7603 | 1.7194 |
Largest Winning Trade | 1273697 | 1273697 | 58364 | 2783531 | 2783531 | 1442343 |
Largest Losing Trade | -33294 | -19224 | -33294 | -1134826 | -969188 | -1134826 |
Avg Bars in Trades | 230 | 198 | 261 | 230 | 198 | 261 |
Avg Bars in Winners | 477 | 483 | 473 | 477 | 483 | 473 |
Avg Bars in Losers | 118 | 124 | 110 | 118 | 124 | 110 |
Bars Traded | 22122 | 9549 | 12573 | 22122 | 9549 | 12573 |
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 | 403436 | -28599 | -454318 | -123284 | -626368 | 103790 |
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{ "first_band": { "type": "rma", "factors": { "length": 73, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 119, "offset": 0 } } }
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{ "first_band": { "type": "rma", "factors": { "length": 73, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 119, "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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