Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 604526.3569 | 444818.1269 | 159708.2301 | 1098144.7403 | 1384428.4176 | -286283.6772 |
Total P&L (%) | 604.5264 | 444.8181 | 159.7082 | 1098.1447 | 1384.4284 | -286.2837 |
Avg Daily Profit (%) | 0.3179 | 0.234 | 0.084 | 0.1307 | 0.142 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -194981 | -154139 | -179674 | -1989860 | -1223799 | -1735200 |
Profit Factor | 1.7242 | 2.0151 | 1.4027 | 1.1571 | 1.3678 | 0.9112 |
Total Trades | 157 | 79 | 78 | 157 | 79 | 78 |
Winning Trades | 70 | 36 | 34 | 70 | 36 | 34 |
Losing Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Profitability (%) | 44.586 | 45.5696 | 43.5897 | 44.586 | 45.5696 | 43.5897 |
Ratio Avg Win / Avg Loss | 2.1429 | 2.4069 | 1.8153 | 1.4381 | 1.6338 | 1.1793 |
Largest Winning Trade | 160378 | 160378 | 57017 | 806854 | 806854 | 373311 |
Largest Losing Trade | -38149 | -38149 | -33013 | -725605 | -561678 | -725605 |
Avg Bars in Trades | 70 | 55 | 85 | 70 | 55 | 85 |
Avg Bars in Winners | 91 | 58 | 126 | 91 | 58 | 126 |
Avg Bars in Losers | 53 | 52 | 54 | 53 | 52 | 54 |
Bars Traded | 11090 | 4396 | 6694 | 11090 | 4396 | 6694 |
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 | 397116 | -16940 | -115937 | -67103 | -30153 | -616062 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 128, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 35, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 128, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 35, "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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