Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 288068.5555 | 100556.5005 | 187512.0551 | 67814.7676 | -55594.8419 | 123409.6095 |
Total P&L (%) | 288.0686 | 100.5565 | 187.5121 | 67.8148 | -55.5948 | 123.4096 |
Avg Daily Profit (%) | 0.1798 | 0.0628 | 0.1171 | 0.0323 | -0.0507 | 0.0502 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -140809 | -137933 | -86306 | -340733 | -186646 | -183675 |
Profit Factor | 1.2201 | 1.1384 | 1.3219 | 1.0403 | 0.9407 | 1.1659 |
Total Trades | 373 | 186 | 187 | 373 | 186 | 187 |
Winning Trades | 190 | 93 | 97 | 190 | 93 | 97 |
Losing Trades | 183 | 93 | 90 | 183 | 93 | 90 |
Profitability (%) | 50.9383 | 50 | 51.8717 | 50.9383 | 50 | 51.8717 |
Ratio Avg Win / Avg Loss | 1.1751 | 1.1384 | 1.2265 | 1.002 | 0.9407 | 1.0817 |
Largest Winning Trade | 63555 | 63555 | 37658 | 53942 | 53942 | 42447 |
Largest Losing Trade | -35836 | -35836 | -27345 | -64601 | -64601 | -56649 |
Avg Bars in Trades | 25 | 29 | 21 | 25 | 29 | 21 |
Avg Bars in Winners | 27 | 28 | 26 | 27 | 28 | 26 |
Avg Bars in Losers | 23 | 30 | 16 | 23 | 30 | 16 |
Bars Traded | 9491 | 5506 | 3984 | 9491 | 5506 | 3984 |
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 | 338164 | -176688 | -35563 | -323650 | -580081 | -163026 |
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{ "first_band": { "type": "ema", "factors": { "length": 65, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 70, "offset": 0 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 65, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 70, "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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