Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 398469.9096 | 130104.2613 | 268365.6483 | 1834011.7321 | 721573.2277 | 1112438.5044 |
Total P&L (%) | 398.4699 | 130.1043 | 268.3656 | 1834.0117 | 721.5732 | 1112.4385 |
Avg Daily Profit (%) | 0.3079 | 0.1005 | 0.2074 | 0.2291 | 0.1629 | 0.193 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -48992 | -48411 | -41911 | -1143118 | -394390 | -1060361 |
Profit Factor | 2.1922 | 1.6731 | 2.9043 | 1.6321 | 1.5835 | 1.6681 |
Total Trades | 109 | 54 | 55 | 109 | 54 | 55 |
Winning Trades | 65 | 29 | 36 | 65 | 29 | 36 |
Losing Trades | 44 | 25 | 19 | 44 | 25 | 19 |
Profitability (%) | 59.633 | 53.7037 | 65.4545 | 59.633 | 53.7037 | 65.4545 |
Ratio Avg Win / Avg Loss | 1.484 | 1.4423 | 1.5328 | 1.1048 | 1.3651 | 0.8804 |
Largest Winning Trade | 43076 | 43076 | 34212 | 533448 | 446957 | 533448 |
Largest Losing Trade | -33738 | -28857 | -33738 | -873471 | -394390 | -873471 |
Avg Bars in Trades | 44 | 44 | 45 | 44 | 44 | 45 |
Avg Bars in Winners | 56 | 54 | 59 | 56 | 54 | 59 |
Avg Bars in Losers | 26 | 32 | 19 | 26 | 32 | 19 |
Bars Traded | 4869 | 2379 | 2490 | 4869 | 2379 | 2490 |
Profit Streak | 46.1119 | 46.1119 | 75.6119 | 46.1119 | 46.1119 | 75.6119 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 524174 | -235732 | -163857 | 476028 | -169480 | -168727 |
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{ "first_band": { "type": "ema", "factors": { "length": 116, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 96, "offset": 0 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 116, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 96, "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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