Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 734394.6343 | 444028.0775 | 290366.5568 | 4053153.2134 | 717661.5688 | 3335491.6446 |
Total P&L (%) | 734.3946 | 444.0281 | 290.3666 | 4053.1532 | 717.6616 | 3335.4916 |
Avg Daily Profit (%) | 0.4052 | 0.245 | 0.1602 | 0.2058 | 0.116 | 0.1953 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -79502 | -74486 | -41707 | -2054212 | -1826593 | -689680 |
Profit Factor | 2.2536 | 2.3394 | 2.1419 | 1.3884 | 1.1245 | 1.7143 |
Total Trades | 139 | 70 | 69 | 139 | 70 | 69 |
Winning Trades | 51 | 19 | 32 | 51 | 19 | 32 |
Losing Trades | 88 | 51 | 37 | 88 | 51 | 37 |
Profitability (%) | 36.6906 | 27.1429 | 46.3768 | 36.6906 | 27.1429 | 46.3768 |
Ratio Avg Win / Avg Loss | 3.8886 | 6.2793 | 2.4765 | 2.3956 | 3.0183 | 1.9821 |
Largest Winning Trade | 320676 | 320676 | 62253 | 1535475 | 1535475 | 982970 |
Largest Losing Trade | -27947 | -23702 | -27947 | -621241 | -532255 | -621241 |
Avg Bars in Trades | 154 | 133 | 174 | 154 | 133 | 174 |
Avg Bars in Winners | 272 | 265 | 277 | 272 | 265 | 277 |
Avg Bars in Losers | 85 | 84 | 85 | 85 | 84 | 85 |
Bars Traded | 21431 | 9370 | 12061 | 21431 | 9370 | 12061 |
Profit Streak | 44.0114 | 44.0114 | 53.2614 | 44.0114 | 44.0114 | 53.2614 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 369401 | -101813 | -91449 | 216078 | -234497 | -91557 |
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{ "first_band": { "type": "sma", "factors": { "length": 175, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 86, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 175, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 86, "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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