Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 299374.8831 | 371488.8704 | -72113.9873 | -88376.1546 | -102003.0091 | 13626.8545 |
Total P&L (%) | 299.3749 | 371.4889 | -72.114 | -88.3762 | -102.003 | 13.6269 |
Avg Daily Profit (%) | 0.1875 | 0.2327 | -0.0452 | -0.1347 | 0 | 0.008 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -335897 | -208997 | -169587 | -612656 | -443608 | -184548 |
Profit Factor | 1.3737 | 1.9248 | 0.8194 | 0.9041 | 0.8129 | 1.0362 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 43 | 18 | 25 | 43 | 18 | 25 |
Losing Trades | 42 | 24 | 18 | 42 | 24 | 18 |
Profitability (%) | 50.5882 | 42.8571 | 58.1395 | 50.5882 | 42.8571 | 58.1395 |
Ratio Avg Win / Avg Loss | 1.3418 | 2.5663 | 0.59 | 0.883 | 1.0839 | 0.7461 |
Largest Winning Trade | 287030 | 287030 | 45678 | 155516 | 155516 | 111840 |
Largest Losing Trade | -67350 | -61691 | -67350 | -104243 | -96002 | -104243 |
Avg Bars in Trades | 53 | 60 | 45 | 53 | 60 | 45 |
Avg Bars in Winners | 63 | 76 | 54 | 63 | 76 | 54 |
Avg Bars in Losers | 41 | 48 | 33 | 41 | 48 | 33 |
Bars Traded | 4507 | 2535 | 1972 | 4507 | 2535 | 1972 |
Profit Streak | 60.729 | 0 | 68.729 | 60.729 | 0 | 68.729 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 320834 | 317548 | -579113 | -579914 | -581845 | -415742 |
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{ "first_band": { "type": "ema", "factors": { "length": 200, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 159, "offset": 0 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 200, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 159, "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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