Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 659024.1216 | 595367.7975 | 63656.3241 | 1446969.5166 | 633214.7283 | 813754.7883 |
Total P&L (%) | 659.0241 | 595.3678 | 63.6563 | 1446.9695 | 633.2147 | 813.7548 |
Avg Daily Profit (%) | 0.4073 | 0.368 | 0.0393 | 0.1694 | 0.1232 | 0.1368 |
Buy And Hold Return (%) | 21.5407 | 21.5407 | 21.5407 | 21.5407 | 21.5407 | 21.5407 |
Max Trade Drawdown | -142794 | -125844 | -97553 | -3461200 | -2701546 | -919111 |
Profit Factor | 2.1444 | 3.0295 | 1.2253 | 1.2002 | 1.1478 | 1.2765 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Losing Trades | 44 | 22 | 22 | 44 | 22 | 22 |
Profitability (%) | 44.3038 | 45 | 43.5897 | 44.3038 | 45 | 43.5897 |
Ratio Avg Win / Avg Loss | 2.6958 | 3.7027 | 1.5857 | 1.5089 | 1.4029 | 1.6519 |
Largest Winning Trade | 189091 | 189091 | 69421 | 1644424 | 1396922 | 1644424 |
Largest Losing Trade | -48852 | -45201 | -48852 | -1814003 | -1814003 | -677171 |
Avg Bars in Trades | 239 | 234 | 245 | 239 | 234 | 245 |
Avg Bars in Winners | 388 | 382 | 395 | 388 | 382 | 395 |
Avg Bars in Losers | 121 | 112 | 130 | 121 | 112 | 130 |
Bars Traded | 18954 | 9365 | 9589 | 18954 | 9365 | 9589 |
Profit Streak | 0 | 0 | 557.1482 | 0 | 0 | 557.1482 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -19604 | 480382 | -144649 | -25131 | -87935 | -10787 |
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{ "first_band": { "type": "sma", "factors": { "length": 119, "offset": 99 } }, "second_band": { "type": "ema", "factors": { "length": 95, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 119, "offset": 99 } }, "second_band": { "type": "ema", "factors": { "length": 95, "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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