Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1486689.3593 | 1430164.9857 | 56524.3736 | 29559845.9563 | 30707768.0512 | -1147922.0949 |
Total P&L (%) | 1486.6894 | 1430.165 | 56.5244 | 29559.846 | 30707.7681 | -1147.9221 |
Avg Daily Profit (%) | 0.7962 | 0.7659 | 0.0303 | 0.3053 | 0.3073 | 0 |
Buy And Hold Return (%) | 7259.5127 | 7259.5127 | 7259.5127 | 7259.5127 | 7259.5127 | 7259.5127 |
Max Trade Drawdown | -60576 | -89099 | -76919 | -10302051 | -2444602 | -10302051 |
Profit Factor | 4.7656 | 9.341 | 1.2531 | 2.0662 | 6.2542 | 0.9475 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 38 | 20 | 18 | 38 | 20 | 18 |
Losing Trades | 24 | 11 | 13 | 24 | 11 | 13 |
Profitability (%) | 61.2903 | 64.5161 | 58.0645 | 61.2903 | 64.5161 | 58.0645 |
Ratio Avg Win / Avg Loss | 3.0098 | 5.1376 | 0.905 | 1.305 | 3.4398 | 0.6843 |
Largest Winning Trade | 690106 | 690106 | 60278 | 7168540 | 6933173 | 7168540 |
Largest Losing Trade | -45886 | -45886 | -37045 | -10302051 | -1555078 | -10302051 |
Avg Bars in Trades | 86 | 96 | 76 | 86 | 96 | 76 |
Avg Bars in Winners | 106 | 118 | 94 | 106 | 118 | 94 |
Avg Bars in Losers | 53 | 56 | 51 | 53 | 56 | 51 |
Bars Traded | 5354 | 2996 | 2358 | 5354 | 2996 | 2358 |
Profit Streak | 0 | 226.6105 | 0 | 0 | 226.6105 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -302057 | -141559 | -319088 | -147439 | 658120 | -579772 |
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{ "first_band": { "type": "sma", "factors": { "length": 98, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 98, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 98, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 98, "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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