Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 275844.4252 | 527093.8476 | -251249.4224 | -104140.1381 | -234857.9943 | 130717.8562 |
Total P&L (%) | 275.8444 | 527.0938 | -251.2494 | -104.1401 | -234.858 | 130.7179 |
Avg Daily Profit (%) | 0.1189 | 0.2271 | -0.1083 | 0 | 0 | 0.036 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -268834 | -167577 | -450682 | -368323 | -256121 | -153142 |
Profit Factor | 1.2498 | 2.2598 | 0.6336 | 0.8303 | 0.2965 | 1.4673 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 31 | 14 | 17 | 37 | 19 | 18 |
Losing Trades | 40 | 21 | 19 | 34 | 16 | 18 |
Profitability (%) | 43.662 | 40 | 47.2222 | 52.1127 | 54.2857 | 50 |
Ratio Avg Win / Avg Loss | 1.6127 | 3.3897 | 0.7081 | 0.763 | 0.2497 | 1.4673 |
Largest Winning Trade | 223656 | 223656 | 49734 | 197364 | 40664 | 197364 |
Largest Losing Trade | -190330 | -70605 | -190330 | -149766 | -127284 | -149766 |
Avg Bars in Trades | 88 | 132 | 46 | 88 | 132 | 46 |
Avg Bars in Winners | 89 | 122 | 62 | 88 | 149 | 23 |
Avg Bars in Losers | 88 | 138 | 32 | 89 | 111 | 69 |
Bars Traded | 6292 | 4623 | 1669 | 6292 | 4623 | 1669 |
Profit Streak | 151.03 | 151.03 | 319.03 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -125822 | 332894 | -580514 | -671503 | -580232 | -143659 |
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{ "first_band": { "type": "ema", "factors": { "length": 119, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 215, "offset": 0 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 119, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 215, "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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