Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1502385.0228 | 1470404.1286 | 31980.8942 | 90920.1474 | -98070.2582 | 188990.4056 |
Total P&L (%) | 1502.385 | 1470.4041 | 31.9809 | 90.9201 | -98.0703 | 188.9904 |
Avg Daily Profit (%) | 0.7965 | 0.7795 | 0.017 | 0.0343 | -0.2091 | 0.0563 |
Buy And Hold Return (%) | 358.5569 | 358.5569 | 358.5569 | 358.5569 | 358.5569 | 358.5569 |
Max Trade Drawdown | -121015 | -71553 | -93998 | -2626087 | -1726733 | -1870767 |
Profit Factor | 4.3929 | 8.0023 | 1.1374 | 1.0206 | 0.9546 | 1.0841 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 32 | 14 | 18 | 32 | 14 | 18 |
Losing Trades | 29 | 16 | 13 | 29 | 16 | 13 |
Profitability (%) | 52.459 | 46.6667 | 58.0645 | 52.459 | 46.6667 | 58.0645 |
Ratio Avg Win / Avg Loss | 3.981 | 9.1455 | 0.8214 | 0.9249 | 1.091 | 0.783 |
Largest Winning Trade | 1277989 | 1277989 | 55518 | 1105162 | 1105162 | 903728 |
Largest Losing Trade | -93998 | -39678 | -93998 | -1870767 | -736710 | -1870767 |
Avg Bars in Trades | 86 | 97 | 75 | 86 | 97 | 75 |
Avg Bars in Winners | 82 | 109 | 62 | 82 | 109 | 62 |
Avg Bars in Losers | 89 | 87 | 93 | 89 | 87 | 93 |
Bars Traded | 5260 | 2927 | 2333 | 5260 | 2927 | 2333 |
Profit Streak | 71.8639 | 71.8639 | 77.1972 | 71.8639 | 71.8639 | 77.1972 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -145771 | 684352 | -404696 | -676570 | -579488 | -410874 |
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{ "first_band": { "type": "ema", "factors": { "length": 211, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 161, "offset": 0 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 211, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 161, "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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