Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 292960.5578 | 221984.0493 | 70976.5085 | -78016.1055 | 38427.4346 | -116443.5402 |
Total P&L (%) | 292.9606 | 221.984 | 70.9765 | -78.0161 | 38.4274 | -116.4435 |
Avg Daily Profit (%) | 0.1529 | 0.1159 | 0.037 | -0.079 | 0.017 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -187832 | -124215 | -184541 | -128268 | -34225 | -157945 |
Profit Factor | 1.3252 | 1.5732 | 1.1382 | 0.8088 | 1.3296 | 0.6004 |
Total Trades | 121 | 61 | 60 | 121 | 61 | 60 |
Winning Trades | 64 | 29 | 35 | 64 | 29 | 35 |
Losing Trades | 57 | 32 | 25 | 57 | 32 | 25 |
Profitability (%) | 52.8926 | 47.541 | 58.3333 | 52.8926 | 47.541 | 58.3333 |
Ratio Avg Win / Avg Loss | 1.1802 | 1.7359 | 0.813 | 0.7203 | 1.4671 | 0.4288 |
Largest Winning Trade | 86994 | 86994 | 33789 | 33780 | 27734 | 33780 |
Largest Losing Trade | -81778 | -57973 | -81778 | -105888 | -16088 | -105888 |
Avg Bars in Trades | 46 | 60 | 31 | 46 | 60 | 31 |
Avg Bars in Winners | 39 | 50 | 30 | 39 | 50 | 30 |
Avg Bars in Losers | 54 | 70 | 33 | 54 | 70 | 33 |
Bars Traded | 5625 | 3717 | 1908 | 5625 | 3717 | 1908 |
Profit Streak | 44.2909 | 44.2909 | 44.6242 | 44.2909 | 44.2909 | 44.6242 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 347309 | -197113 | -380712 | -578586 | -333922 | -747890 |
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{ "first_band": { "type": "ema", "factors": { "length": 42, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 104, "offset": 0 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 42, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 104, "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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