Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 528063.0499 | 378990.3959 | 149072.654 | 116987.1176 | -191627.8853 | 308615.0029 |
Total P&L (%) | 528.0631 | 378.9904 | 149.0727 | 116.9871 | -191.6279 | 308.615 |
Avg Daily Profit (%) | 0.2919 | 0.2095 | 0.0824 | 0.0428 | 0 | 0.0778 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -157524 | -120882 | -99581 | -927837 | -667232 | -702681 |
Profit Factor | 1.7918 | 2.1929 | 1.4269 | 1.0554 | 0.8212 | 1.2964 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 46 | 21 | 25 | 46 | 21 | 25 |
Losing Trades | 41 | 23 | 18 | 41 | 23 | 18 |
Profitability (%) | 52.8736 | 47.7273 | 58.1395 | 52.8736 | 47.7273 | 58.1395 |
Ratio Avg Win / Avg Loss | 1.5971 | 2.4018 | 1.0274 | 0.9407 | 0.8994 | 0.9334 |
Largest Winning Trade | 191834 | 191834 | 69246 | 400489 | 338150 | 400489 |
Largest Losing Trade | -70361 | -33377 | -70361 | -567189 | -228105 | -567189 |
Avg Bars in Trades | 116 | 65 | 169 | 116 | 65 | 169 |
Avg Bars in Winners | 157 | 72 | 229 | 157 | 72 | 229 |
Avg Bars in Losers | 70 | 58 | 85 | 70 | 58 | 85 |
Bars Traded | 10143 | 2876 | 7267 | 10143 | 2876 | 7267 |
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 | 461767 | 397784 | -80955 | -296374 | -581603 | -89506 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 234, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 63, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 234, "offset": 0 } }, "second_band": { "type": "ema", "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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