Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 754689.8517 | 717462.5338 | 37227.3179 | 1548983.8893 | 3904525.0859 | -2355541.1965 |
Total P&L (%) | 754.6899 | 717.4625 | 37.2273 | 1548.9839 | 3904.5251 | -2355.5412 |
Avg Daily Profit (%) | 0.302 | 0.2871 | 0.0149 | 0.1122 | 0.1477 | 0 |
Buy And Hold Return (%) | 713.4027 | 713.4027 | 713.4027 | 713.4027 | 713.4027 | 713.4027 |
Max Trade Drawdown | -103616 | -65727 | -102777 | -2910526 | -975700 | -3257021 |
Profit Factor | 2.4183 | 4.0502 | 1.1254 | 1.2014 | 2.3435 | 0.5077 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 43 | 21 | 22 | 43 | 21 | 22 |
Losing Trades | 39 | 20 | 19 | 39 | 20 | 19 |
Profitability (%) | 52.439 | 51.2195 | 53.6585 | 52.439 | 51.2195 | 53.6585 |
Ratio Avg Win / Avg Loss | 2.1934 | 3.8573 | 0.9719 | 1.0897 | 2.2319 | 0.4384 |
Largest Winning Trade | 345461 | 345461 | 49119 | 3166985 | 3166985 | 578564 |
Largest Losing Trade | -58961 | -21050 | -58961 | -1892314 | -387568 | -1892314 |
Avg Bars in Trades | 179 | 185 | 174 | 179 | 185 | 174 |
Avg Bars in Winners | 229 | 241 | 216 | 229 | 241 | 216 |
Avg Bars in Losers | 125 | 126 | 124 | 125 | 126 | 124 |
Bars Traded | 14750 | 7616 | 7135 | 14750 | 7616 | 7135 |
Profit Streak | 0 | 172.9839 | 0 | 0 | 172.9839 | 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 | -142717 | -146964 | -422471 | -57512 | 331803 | -580268 |
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{ "first_band": { "type": "sma", "factors": { "length": 202, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 200, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 202, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 200, "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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