Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 860813.2005 | 700895.2744 | 159917.9261 | 4533033.8591 | 25551616.7954 | -21018582.9364 |
Total P&L (%) | 860.8132 | 700.8953 | 159.9179 | 4533.0339 | 25551.6168 | -21018.5829 |
Avg Daily Profit (%) | 0.3444 | 0.2804 | 0.064 | 0.1536 | 0.2222 | 0 |
Buy And Hold Return (%) | 710.4854 | 710.4854 | 710.4854 | 710.4854 | 710.4854 | 710.4854 |
Max Trade Drawdown | -96649 | -46991 | -97427 | -25734823 | -1583146 | -26320682 |
Profit Factor | 3.7036 | 7.4108 | 1.7649 | 1.139 | 8.4365 | 0.2795 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 46 | 23 | 23 | 46 | 23 | 23 |
Losing Trades | 17 | 8 | 9 | 17 | 8 | 9 |
Profitability (%) | 73.0159 | 74.1935 | 71.875 | 73.0159 | 74.1935 | 71.875 |
Ratio Avg Win / Avg Loss | 1.3687 | 2.5777 | 0.6906 | 0.4209 | 2.9344 | 0.1094 |
Largest Winning Trade | 145801 | 145801 | 53618 | 16588764 | 16588764 | 1654432 |
Largest Losing Trade | -91595 | -46096 | -91595 | -25616032 | -1583146 | -25616032 |
Avg Bars in Trades | 231 | 257 | 206 | 231 | 257 | 206 |
Avg Bars in Winners | 216 | 216 | 217 | 216 | 216 | 217 |
Avg Bars in Losers | 271 | 375 | 178 | 271 | 375 | 178 |
Bars Traded | 14587 | 7990 | 6597 | 14587 | 7990 | 6597 |
Profit Streak | 128.9304 | 128.9304 | 210.7637 | 128.9304 | 128.9304 | 210.7637 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -231611 | -144860 | -268924 | -208711 | 735096 | -576999 |
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{ "first_band": { "type": "sma", "factors": { "length": 149, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 230, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 149, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 230, "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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