Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1470787.9546 | 1422558.4762 | 48229.4783 | 34035647.8938 | 34511810.3055 | -476162.4118 |
Total P&L (%) | 1470.788 | 1422.5585 | 48.2295 | 34035.6479 | 34511.8103 | -476.1624 |
Avg Daily Profit (%) | 0.7822 | 0.7565 | 0.0256 | 0.3107 | 0.3114 | 0 |
Buy And Hold Return (%) | 6973.3127 | 6973.3127 | 6973.3127 | 6973.3127 | 6973.3127 | 6973.3127 |
Max Trade Drawdown | -77392 | -84059 | -81649 | -25837830 | -17994293 | -26248899 |
Profit Factor | 4.9991 | 9.5288 | 1.24 | 1.5859 | 2.3362 | 0.9852 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 30 | 16 | 14 | 30 | 16 | 14 |
Losing Trades | 27 | 13 | 14 | 27 | 13 | 14 |
Profitability (%) | 52.6316 | 55.1724 | 50 | 52.6316 | 55.1724 | 50 |
Ratio Avg Win / Avg Loss | 4.4992 | 7.7422 | 1.24 | 1.4273 | 1.8982 | 0.9852 |
Largest Winning Trade | 520250 | 520250 | 60202 | 15274661 | 15274661 | 12406449 |
Largest Losing Trade | -50454 | -50454 | -37580 | -18200120 | -8417541 | -18200120 |
Avg Bars in Trades | 93 | 100 | 86 | 93 | 100 | 86 |
Avg Bars in Winners | 129 | 143 | 113 | 129 | 143 | 113 |
Avg Bars in Losers | 53 | 47 | 59 | 53 | 47 | 59 |
Bars Traded | 5339 | 2913 | 2426 | 5339 | 2913 | 2426 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -324128 | -143839 | -345723 | -169783 | 456334 | -601833 |
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{ "first_band": { "type": "sma", "factors": { "length": 105, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 42, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 105, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 42, "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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