Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 124185.9463 | 461174.7433 | -336988.7969 | -98973.7816 | -20787.1656 | -78186.6161 |
Total P&L (%) | 124.1859 | 461.1747 | -336.9888 | -98.9738 | -20.7872 | -78.1866 |
Avg Daily Profit (%) | 0.0538 | 0.1997 | -0.1459 | -0.1981 | -0.0101 | -0.0659 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -297739 | -127162 | -535532 | -182519 | -56099 | -182519 |
Profit Factor | 1.1068 | 2.2493 | 0.5752 | 0.7611 | 0.8359 | 0.7281 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 31 | 14 | 17 | 35 | 15 | 20 |
Losing Trades | 38 | 20 | 18 | 34 | 19 | 15 |
Profitability (%) | 44.9275 | 41.1765 | 48.5714 | 50.7246 | 44.1176 | 57.1429 |
Ratio Avg Win / Avg Loss | 1.3568 | 3.2132 | 0.609 | 0.7393 | 1.0589 | 0.5461 |
Largest Winning Trade | 231234 | 231234 | 48755 | 82108 | 38418 | 82108 |
Largest Losing Trade | -203808 | -88151 | -203808 | -182519 | -45375 | -182519 |
Avg Bars in Trades | 91 | 134 | 48 | 91 | 134 | 48 |
Avg Bars in Winners | 80 | 101 | 62 | 73 | 99 | 54 |
Avg Bars in Losers | 100 | 158 | 35 | 109 | 162 | 42 |
Bars Traded | 6289 | 4575 | 1713 | 6289 | 4575 | 1713 |
Profit Streak | 139.3213 | 139.3213 | 307.3213 | 139.3213 | 139.3213 | 307.3213 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -331008 | 324791 | -579996 | -685332 | -580845 | -578515 |
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{ "first_band": { "type": "ema", "factors": { "length": 112, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 217, "offset": 0 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 112, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 217, "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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