Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1275053.8794 | 1198009.3303 | 77044.549 | 3837164.5234 | 4217374.0657 | -380209.5422 |
Total P&L (%) | 1275.0539 | 1198.0093 | 77.0445 | 3837.1645 | 4217.3741 | -380.2095 |
Avg Daily Profit (%) | 0.5088 | 0.4781 | 0.0307 | 0.1467 | 0.1504 | 0 |
Buy And Hold Return (%) | 400 | 400 | 400 | 400 | 400 | 400 |
Max Trade Drawdown | -111302 | -68166 | -79574 | -14080821 | -6544803 | -9923800 |
Profit Factor | 3.4286 | 5.8391 | 1.2777 | 1.1187 | 1.2535 | 0.9758 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 27 | 13 | 14 | 27 | 13 | 14 |
Losing Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Profitability (%) | 32.1429 | 30.9524 | 33.3333 | 32.1429 | 30.9524 | 33.3333 |
Ratio Avg Win / Avg Loss | 7.2381 | 13.0256 | 2.5554 | 2.3616 | 2.7963 | 1.9516 |
Largest Winning Trade | 821639 | 821639 | 55275 | 5613282 | 5613282 | 3276504 |
Largest Losing Trade | -41786 | -27307 | -41786 | -3249620 | -2224480 | -3249620 |
Avg Bars in Trades | 87 | 79 | 95 | 87 | 79 | 95 |
Avg Bars in Winners | 210 | 184 | 233 | 210 | 184 | 233 |
Avg Bars in Losers | 29 | 31 | 26 | 29 | 31 | 26 |
Bars Traded | 7340 | 3326 | 4014 | 7340 | 3326 | 4014 |
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 | 272516 | 300416 | -322971 | -92414 | 41765 | -584438 |
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{ "first_band": { "type": "ema", "factors": { "length": 140, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 8, "offset": 0 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 140, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 8, "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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