Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 721558.9991 | 580422.0542 | 141136.9449 | 1035880.1502 | 144679.3195 | 891200.8308 |
Total P&L (%) | 721.559 | 580.4221 | 141.1369 | 1035.8802 | 144.6793 | 891.2008 |
Avg Daily Profit (%) | 0.312 | 0.2509 | 0.061 | 0.1051 | 0.0387 | 0.0992 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -151763 | -115015 | -202019 | -1262683 | -1116723 | -554166 |
Profit Factor | 1.2744 | 1.4602 | 1.1031 | 1.0821 | 1.0224 | 1.1444 |
Total Trades | 1093 | 547 | 546 | 1093 | 547 | 546 |
Winning Trades | 352 | 165 | 187 | 352 | 165 | 187 |
Losing Trades | 741 | 382 | 359 | 741 | 382 | 359 |
Profitability (%) | 32.2049 | 30.1645 | 34.2491 | 32.2049 | 30.1645 | 34.2491 |
Ratio Avg Win / Avg Loss | 2.6827 | 3.3805 | 2.1178 | 2.2779 | 2.3671 | 2.1971 |
Largest Winning Trade | 144924 | 144924 | 61077 | 455064 | 455064 | 451515 |
Largest Losing Trade | -21301 | -17534 | -21301 | -176732 | -165119 | -176732 |
Avg Bars in Trades | 6 | 5 | 6 | 6 | 5 | 6 |
Avg Bars in Winners | 12 | 12 | 13 | 12 | 12 | 13 |
Avg Bars in Losers | 3 | 3 | 3 | 3 | 3 | 3 |
Bars Traded | 6927 | 3258 | 3669 | 6927 | 3258 | 3669 |
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 | 320108 | 198483 | -220972 | -182492 | -341085 | -124179 |
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{ "first_band": { "type": "ema", "factors": { "length": 9, "offset": 0 } }, "second_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 9, "offset": 0 } }, "second_band": { "type": "hlc3", "factors": { "length": 0, "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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