Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1113747.8147 | 938646.8399 | 175100.9747 | 42593897.0053 | 49628796.5662 | -7034899.5609 |
Total P&L (%) | 1113.7478 | 938.6468 | 175.101 | 42593.897 | 49628.7966 | -7034.8996 |
Avg Daily Profit (%) | 0.5348 | 0.4507 | 0.0841 | 0.2912 | 0.2986 | 0 |
Buy And Hold Return (%) | 1200.4065 | 1200.4065 | 1200.4065 | 1200.4065 | 1200.4065 | 1200.4065 |
Max Trade Drawdown | -81887 | -62045 | -41841 | -44005641 | -27583470 | -17508780 |
Profit Factor | 3.1184 | 3.8251 | 1.905 | 1.5115 | 1.9515 | 0.7738 |
Total Trades | 134 | 67 | 67 | 134 | 67 | 67 |
Winning Trades | 69 | 33 | 36 | 69 | 33 | 36 |
Losing Trades | 65 | 34 | 31 | 65 | 34 | 31 |
Profitability (%) | 51.4925 | 49.2537 | 53.7313 | 51.4925 | 49.2537 | 53.7313 |
Ratio Avg Win / Avg Loss | 2.9377 | 3.941 | 1.6404 | 1.4239 | 2.0106 | 0.6664 |
Largest Winning Trade | 332636 | 332636 | 51196 | 46845426 | 46845426 | 3623554 |
Largest Losing Trade | -41194 | -41194 | -18207 | -14882060 | -14882060 | -10494068 |
Avg Bars in Trades | 182 | 191 | 173 | 182 | 191 | 173 |
Avg Bars in Winners | 233 | 238 | 228 | 233 | 238 | 228 |
Avg Bars in Losers | 128 | 145 | 110 | 128 | 145 | 110 |
Bars Traded | 24449 | 12828 | 11621 | 24449 | 12828 | 11621 |
Profit Streak | 24.2276 | 0 | 76.5609 | 24.2276 | 0 | 76.5609 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -147827 | -265634 | -358093 | 406335 | -104383 | -696010 |
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{ "first_band": { "type": "sma", "factors": { "length": 220, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 228, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 220, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 228, "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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