Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 222640.845 | 245271.9 | -22631.055 | -118016.087 | 48033.1963 | -166049.2832 |
Total P&L (%) | 222.6408 | 245.2719 | -22.6311 | -118.0161 | 48.0332 | -166.0493 |
Avg Daily Profit (%) | 0.1577 | 0.1737 | -0.016 | 0 | 0.0278 | 0 |
Buy And Hold Return (%) | 106.0229 | 106.0229 | 106.0229 | 106.0229 | 106.0229 | 106.0229 |
Max Trade Drawdown | -126234 | -85819 | -158061 | -747387 | -236305 | -613064 |
Profit Factor | 1.4028 | 2.6611 | 0.9441 | 0.9036 | 1.1093 | 0.7885 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 45 | 24 | 21 | 31 | 16 | 15 |
Losing Trades | 30 | 13 | 17 | 44 | 21 | 23 |
Profitability (%) | 60 | 64.8649 | 55.2632 | 41.3333 | 43.2432 | 39.4737 |
Ratio Avg Win / Avg Loss | 0.9352 | 1.4414 | 0.7643 | 1.2826 | 1.456 | 1.2091 |
Largest Winning Trade | 82259 | 82259 | 52838 | 264881 | 137641 | 264881 |
Largest Losing Trade | -114215 | -35642 | -114215 | -233141 | -114579 | -233141 |
Avg Bars in Trades | 71 | 50 | 92 | 71 | 50 | 92 |
Avg Bars in Winners | 71 | 49 | 96 | 67 | 47 | 88 |
Avg Bars in Losers | 71 | 51 | 86 | 74 | 51 | 94 |
Bars Traded | 5355 | 1853 | 3502 | 5355 | 1853 | 3502 |
Profit Streak | 457.9558 | 0 | 499.2058 | 0 | 591.4558 | 0 |
Trades During Streak | 1 | 0 | 2 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -59036 | 305782 | -579122 | -643759 | -423474 | -583191 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 145, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 202, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 145, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 202, "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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