Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 404175.4514 | 152848.452 | 251326.9994 | 1000726.1504 | 1716480.0566 | -715753.9062 |
Total P&L (%) | 404.1755 | 152.8485 | 251.327 | 1000.7262 | 1716.4801 | -715.7539 |
Avg Daily Profit (%) | 0.2306 | 0.0872 | 0.1434 | 0.1369 | 0.1655 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -88173 | -32777 | -98308 | -2175551 | -277077 | -1898473 |
Profit Factor | 2.3093 | 2.1562 | 2.424 | 1.2082 | 3.0529 | 0.8198 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 52 | 23 | 29 | 52 | 23 | 29 |
Losing Trades | 22 | 14 | 8 | 22 | 14 | 8 |
Profitability (%) | 70.2703 | 62.1622 | 78.3784 | 70.2703 | 62.1622 | 78.3784 |
Ratio Avg Win / Avg Loss | 0.977 | 1.3125 | 0.6687 | 0.5111 | 1.8583 | 0.2261 |
Largest Winning Trade | 50361 | 50361 | 38730 | 529489 | 514811 | 529489 |
Largest Losing Trade | -63019 | -32000 | -63019 | -1898473 | -277077 | -1898473 |
Avg Bars in Trades | 64 | 54 | 74 | 64 | 54 | 74 |
Avg Bars in Winners | 64 | 59 | 68 | 64 | 59 | 68 |
Avg Bars in Losers | 64 | 46 | 95 | 64 | 46 | 95 |
Bars Traded | 4771 | 2009 | 2762 | 4771 | 2009 | 2762 |
Profit Streak | 45.6677 | 0 | 77.3343 | 45.6677 | 0 | 77.3343 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -55813 | -71977 | 159710 | -77290 | 545667 | -576536 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 176, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 236, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 176, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 236, "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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