Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 182818.9851 | 85844.6945 | 96974.2906 | 225159.381 | 130282.3845 | 94876.9965 |
Total P&L (%) | 182.819 | 85.8447 | 96.9743 | 225.1594 | 130.2824 | 94.877 |
Avg Daily Profit (%) | 0.351 | 0.1648 | 0.1862 | 0.2267 | 0.1603 | 0.1282 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -34646 | -47667 | -30648 | -118156 | -117124 | -99933 |
Profit Factor | 1.2676 | 1.259 | 1.2757 | 1.1519 | 1.1858 | 1.1215 |
Total Trades | 397 | 198 | 199 | 397 | 198 | 199 |
Winning Trades | 181 | 89 | 92 | 181 | 89 | 92 |
Losing Trades | 216 | 109 | 107 | 216 | 109 | 107 |
Profitability (%) | 45.5919 | 44.9495 | 46.2312 | 45.5919 | 44.9495 | 46.2312 |
Ratio Avg Win / Avg Loss | 1.5127 | 1.5419 | 1.4837 | 1.3747 | 1.4522 | 1.3044 |
Largest Winning Trade | 33884 | 33351 | 33884 | 62118 | 62118 | 49321 |
Largest Losing Trade | -10048 | -9627 | -10048 | -28420 | -24682 | -28420 |
Avg Bars in Trades | 62 | 60 | 64 | 62 | 60 | 64 |
Avg Bars in Winners | 81 | 80 | 83 | 81 | 80 | 83 |
Avg Bars in Losers | 46 | 44 | 48 | 46 | 44 | 48 |
Bars Traded | 24855 | 11988 | 12867 | 24855 | 11988 | 12867 |
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 | 349230 | 223661 | 212048 | -45767 | -10963 | -110284 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 115, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 41, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 115, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 41, "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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