Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 354169.0009 | 254572.0437 | 99596.9572 | 234412.6134 | 214560.0392 | 19852.5742 |
Total P&L (%) | 354.169 | 254.572 | 99.597 | 234.4126 | 214.56 | 19.8526 |
Avg Daily Profit (%) | 0.2869 | 0.2062 | 0.0807 | 0.0979 | 0.0929 | 0.0147 |
Buy And Hold Return (%) | 128.4444 | 128.4444 | 128.4444 | 128.4444 | 128.4444 | 128.4444 |
Max Trade Drawdown | -142537 | -73242 | -83710 | -1227043 | -702531 | -566521 |
Profit Factor | 1.8191 | 2.0518 | 1.5232 | 1.0839 | 1.1289 | 1.0176 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 51 | 23 | 28 | 51 | 23 | 28 |
Losing Trades | 38 | 21 | 17 | 38 | 21 | 17 |
Profitability (%) | 57.3034 | 52.2727 | 62.2222 | 57.3034 | 52.2727 | 62.2222 |
Ratio Avg Win / Avg Loss | 1.3554 | 1.8733 | 0.9248 | 0.8076 | 1.0307 | 0.6178 |
Largest Winning Trade | 95673 | 95673 | 34904 | 447204 | 447204 | 180738 |
Largest Losing Trade | -73242 | -73242 | -53613 | -702531 | -702531 | -402863 |
Avg Bars in Trades | 74 | 114 | 35 | 74 | 114 | 35 |
Avg Bars in Winners | 74 | 109 | 45 | 74 | 109 | 45 |
Avg Bars in Losers | 75 | 120 | 19 | 75 | 120 | 19 |
Bars Traded | 6665 | 5054 | 1610 | 6665 | 5054 | 1610 |
Profit Streak | 136.0563 | 136.0563 | 139.2229 | 136.0563 | 136.0563 | 139.2229 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 359183 | 211635 | -248215 | -197659 | -155486 | -538853 |
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{ "first_band": { "type": "ema", "factors": { "length": 225, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 247, "offset": 0 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 225, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 247, "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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