Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1195805.9911 | 1065767.3654 | 130038.6257 | 5808202.971 | 2358479.9224 | 3449723.0486 |
Total P&L (%) | 1195.806 | 1065.7674 | 130.0386 | 5808.203 | 2358.4799 | 3449.723 |
Avg Daily Profit (%) | 0.6455 | 0.5753 | 0.0702 | 0.2204 | 0.173 | 0.1929 |
Buy And Hold Return (%) | 137.1411 | 137.1411 | 137.1411 | 137.1411 | 137.1411 | 137.1411 |
Max Trade Drawdown | -75963 | -38279 | -53946 | -2861822 | -1827261 | -1686534 |
Profit Factor | 3.5713 | 6.7091 | 1.4671 | 1.6753 | 1.4691 | 1.9657 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 28 | 13 | 15 | 28 | 13 | 15 |
Losing Trades | 31 | 17 | 14 | 31 | 17 | 14 |
Profitability (%) | 47.4576 | 43.3333 | 51.7241 | 47.4576 | 43.3333 | 51.7241 |
Ratio Avg Win / Avg Loss | 3.9539 | 8.7734 | 1.3693 | 1.8548 | 1.9211 | 1.8346 |
Largest Winning Trade | 729436 | 729436 | 75717 | 2267184 | 2028011 | 2267184 |
Largest Losing Trade | -53946 | -29334 | -53946 | -1310597 | -1310597 | -696505 |
Avg Bars in Trades | 367 | 347 | 387 | 367 | 347 | 387 |
Avg Bars in Winners | 608 | 608 | 607 | 608 | 608 | 607 |
Avg Bars in Losers | 149 | 148 | 151 | 149 | 148 | 151 |
Bars Traded | 21672 | 10433 | 11239 | 21672 | 10433 | 11239 |
Profit Streak | 0 | 0 | 163.7159 | 0 | 0 | 163.7159 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -161895 | 616822 | -262358 | -169102 | 266223 | 476379 |
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{ "first_band": { "type": "ema", "factors": { "length": 210, "offset": 139 } }, "second_band": { "type": "sma", "factors": { "length": 63, "offset": 0 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 210, "offset": 139 } }, "second_band": { "type": "sma", "factors": { "length": 63, "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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