Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1268598.0724 | 1289438.2868 | -20840.2144 | 146968.1501 | 441398.0381 | -294429.888 |
Total P&L (%) | 1268.5981 | 1289.4383 | -20.8402 | 146.9682 | 441.398 | -294.4299 |
Avg Daily Profit (%) | 0.6764 | 0.6875 | -0.0111 | 0.0482 | 0.0901 | 0 |
Buy And Hold Return (%) | 270.6757 | 270.6757 | 270.6757 | 270.6757 | 270.6757 | 270.6757 |
Max Trade Drawdown | -225550 | -82263 | -144087 | -803023 | -370747 | -537274 |
Profit Factor | 2.8883 | 5.1689 | 0.9425 | 1.0657 | 1.4286 | 0.7557 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 37 | 15 | 22 | 37 | 15 | 22 |
Losing Trades | 42 | 24 | 18 | 42 | 24 | 18 |
Profitability (%) | 46.8354 | 38.4615 | 55 | 46.8354 | 38.4615 | 55 |
Ratio Avg Win / Avg Loss | 3.2787 | 8.2702 | 0.7711 | 1.2098 | 2.2857 | 0.6183 |
Largest Winning Trade | 1054046 | 1054046 | 44110 | 775331 | 775331 | 141870 |
Largest Losing Trade | -62281 | -55195 | -62281 | -435749 | -228033 | -435749 |
Avg Bars in Trades | 90 | 106 | 75 | 90 | 106 | 75 |
Avg Bars in Winners | 97 | 119 | 82 | 97 | 119 | 82 |
Avg Bars in Losers | 84 | 97 | 66 | 84 | 97 | 66 |
Bars Traded | 7158 | 4147 | 3011 | 7158 | 4147 | 3011 |
Profit Streak | 0 | 65.178 | 0 | 0 | 65.178 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -16495 | 528205 | -580101 | -475006 | -83956 | -580101 |
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{ "first_band": { "type": "ema", "factors": { "length": 213, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 186, "offset": 0 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 213, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 186, "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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