Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1094995.0134 | 919290.8647 | 175704.1487 | 31720707.581 | 36257653.6698 | -4536946.0888 |
Total P&L (%) | 1094.995 | 919.2909 | 175.7041 | 31720.7076 | 36257.6537 | -4536.9461 |
Avg Daily Profit (%) | 0.4381 | 0.3678 | 0.0703 | 0.2309 | 0.2362 | 0 |
Buy And Hold Return (%) | 730.2003 | 730.2003 | 730.2003 | 730.2003 | 730.2003 | 730.2003 |
Max Trade Drawdown | -76846 | -68946 | -34141 | -33706986 | -21554007 | -13697347 |
Profit Factor | 2.6855 | 3.3164 | 1.695 | 1.5304 | 1.9864 | 0.8031 |
Total Trades | 151 | 75 | 76 | 151 | 75 | 76 |
Winning Trades | 69 | 32 | 37 | 69 | 32 | 37 |
Losing Trades | 82 | 43 | 39 | 82 | 43 | 39 |
Profitability (%) | 45.6954 | 42.6667 | 48.6842 | 45.6954 | 42.6667 | 48.6842 |
Ratio Avg Win / Avg Loss | 3.1914 | 4.4563 | 1.7867 | 1.8188 | 2.6692 | 0.8465 |
Largest Winning Trade | 325891 | 325891 | 44924 | 32908428 | 32908428 | 6429064 |
Largest Losing Trade | -30484 | -30484 | -23598 | -11669520 | -11669520 | -6830909 |
Avg Bars in Trades | 98 | 103 | 93 | 98 | 103 | 93 |
Avg Bars in Winners | 128 | 127 | 128 | 128 | 127 | 128 |
Avg Bars in Losers | 73 | 85 | 59 | 73 | 85 | 59 |
Bars Traded | 14842 | 7764 | 7078 | 14842 | 7764 | 7078 |
Profit Streak | 20.9724 | 0 | 28.4724 | 20.9724 | 0 | 28.4724 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 162477 | -129210 | -311061 | 380659 | -47688 | -630207 |
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{ "first_band": { "type": "sma", "factors": { "length": 114, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 118, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 114, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 118, "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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