Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 550082.8973 | 340495.06 | 209587.8374 | 1223109.5225 | 334912.3211 | 888197.2014 |
Total P&L (%) | 550.0829 | 340.4951 | 209.5878 | 1223.1095 | 334.9123 | 888.1972 |
Avg Daily Profit (%) | 0.3131 | 0.1938 | 0.1193 | 0.1471 | 0.0837 | 0.1305 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -115453 | -103743 | -66606 | -571906 | -533297 | -361010 |
Profit Factor | 1.7581 | 1.9016 | 1.6024 | 1.358 | 1.1813 | 1.566 |
Total Trades | 133 | 67 | 66 | 133 | 67 | 66 |
Winning Trades | 73 | 33 | 40 | 73 | 33 | 40 |
Losing Trades | 60 | 34 | 26 | 60 | 34 | 26 |
Profitability (%) | 54.8872 | 49.2537 | 60.6061 | 54.8872 | 49.2537 | 60.6061 |
Ratio Avg Win / Avg Loss | 1.4451 | 1.9592 | 1.0416 | 1.1161 | 1.2171 | 1.0179 |
Largest Winning Trade | 170968 | 170968 | 50882 | 484909 | 484909 | 397271 |
Largest Losing Trade | -48280 | -31963 | -48280 | -401519 | -401519 | -206818 |
Avg Bars in Trades | 38 | 26 | 51 | 38 | 26 | 51 |
Avg Bars in Winners | 42 | 25 | 56 | 42 | 25 | 56 |
Avg Bars in Losers | 33 | 26 | 42 | 33 | 26 | 42 |
Bars Traded | 5116 | 1748 | 3368 | 5116 | 1748 | 3368 |
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 | 439651 | -105514 | -154640 | 185843 | -219026 | -139538 |
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{ "first_band": { "type": "midprice", "factors": { "length": 77, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 36, "offset": 0 } } }
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{ "first_band": { "type": "midprice", "factors": { "length": 77, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 36, "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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