Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 385967.0893 | 371455.8455 | 14511.2438 | 134927.1029 | 250678.9127 | -115751.8097 |
Total P&L (%) | 385.9671 | 371.4558 | 14.5112 | 134.9271 | 250.6789 | -115.7518 |
Avg Daily Profit (%) | 0.218 | 0.2098 | 0.0082 | 0.0483 | 0.0709 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -99591 | -63059 | -120847 | -318410 | -85319 | -233090 |
Profit Factor | 1.7021 | 2.6849 | 1.0441 | 1.1344 | 1.7209 | 0.8236 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 28 | 16 | 12 | 28 | 16 | 12 |
Losing Trades | 41 | 18 | 23 | 41 | 18 | 23 |
Profitability (%) | 40.5797 | 47.0588 | 34.2857 | 40.5797 | 47.0588 | 34.2857 |
Ratio Avg Win / Avg Loss | 2.4923 | 3.0205 | 2.0011 | 1.6611 | 1.936 | 1.5786 |
Largest Winning Trade | 163679 | 163679 | 76223 | 143115 | 131107 | 143115 |
Largest Losing Trade | -42166 | -26116 | -42166 | -171115 | -85319 | -171115 |
Avg Bars in Trades | 149 | 136 | 161 | 149 | 136 | 161 |
Avg Bars in Winners | 255 | 198 | 330 | 255 | 198 | 330 |
Avg Bars in Losers | 77 | 81 | 73 | 77 | 81 | 73 |
Bars Traded | 10304 | 4645 | 5659 | 10304 | 4645 | 5659 |
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 | -98940 | 419974 | -384368 | -309992 | -96173 | -584121 |
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{ "first_band": { "type": "ema", "factors": { "length": 80, "offset": 76 } }, "second_band": { "type": "midpoint", "factors": { "length": 60, "offset": 0 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 80, "offset": 76 } }, "second_band": { "type": "midpoint", "factors": { "length": 60, "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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