Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1145439.2576 | 909169.6273 | 236269.6303 | 134949752.901 | 152871976.973 | -17922224.072 |
Total P&L (%) | 1145.4393 | 909.1696 | 236.2696 | 134949.7529 | 152871.977 | -17922.2241 |
Avg Daily Profit (%) | 0.4583 | 0.3638 | 0.0945 | 0.2888 | 0.2938 | 0 |
Buy And Hold Return (%) | 975.8697 | 975.8697 | 975.8697 | 975.8697 | 975.8697 | 975.8697 |
Max Trade Drawdown | -47865 | -23684 | -54232 | -62035589 | -26589464 | -54017289 |
Profit Factor | 4.6382 | 7.9586 | 2.2828 | 2.1345 | 4.9837 | 0.7776 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 48 | 23 | 25 | 48 | 23 | 25 |
Losing Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Profitability (%) | 56.4706 | 54.7619 | 58.1395 | 56.4706 | 54.7619 | 58.1395 |
Ratio Avg Win / Avg Loss | 3.5752 | 6.5745 | 1.6436 | 1.6453 | 4.117 | 0.5599 |
Largest Winning Trade | 372007 | 372007 | 47644 | 110928152 | 110928152 | 26714747 |
Largest Losing Trade | -31440 | -20461 | -31440 | -44251355 | -23668229 | -44251355 |
Avg Bars in Trades | 171 | 193 | 149 | 171 | 193 | 149 |
Avg Bars in Winners | 208 | 228 | 190 | 208 | 228 | 190 |
Avg Bars in Losers | 122 | 151 | 91 | 122 | 151 | 91 |
Bars Traded | 14556 | 8138 | 6418 | 14556 | 8138 | 6418 |
Profit Streak | 0 | 157.6351 | 0 | 0 | 157.6351 | 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 | -92877 | -146186 | -227080 | 501216 | 656932 | -579672 |
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{ "first_band": { "type": "sma", "factors": { "length": 179, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 220, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 179, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 220, "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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