Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 288306.8963 | 270659.6629 | 17647.2335 | 1062977.0817 | -2940155.7583 | 4003132.84 |
Total P&L (%) | 288.3069 | 270.6597 | 17.6472 | 1062.9771 | -2940.1558 | 4003.1328 |
Avg Daily Profit (%) | 0.1526 | 0.1433 | 0.0093 | 0.13 | 0 | 0.1968 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -225044 | -92061 | -157753 | -4161266 | -3193327 | -2663808 |
Profit Factor | 1.4973 | 2.3294 | 1.0469 | 1.1048 | 0.4891 | 1.9114 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 57 | 28 | 29 | 35 | 19 | 16 |
Losing Trades | 33 | 17 | 16 | 55 | 26 | 29 |
Profitability (%) | 63.3333 | 62.2222 | 64.4444 | 38.8889 | 42.2222 | 35.5556 |
Ratio Avg Win / Avg Loss | 0.8669 | 1.4143 | 0.5776 | 1.736 | 0.6693 | 3.4645 |
Largest Winning Trade | 86139 | 86139 | 42369 | 6132090 | 605920 | 6132090 |
Largest Losing Trade | -154876 | -35048 | -154876 | -1372143 | -1372143 | -756657 |
Avg Bars in Trades | 78 | 75 | 81 | 78 | 75 | 81 |
Avg Bars in Winners | 68 | 63 | 73 | 86 | 90 | 80 |
Avg Bars in Losers | 94 | 94 | 95 | 73 | 64 | 81 |
Bars Traded | 7054 | 3391 | 3663 | 7054 | 3391 | 3663 |
Profit Streak | 189.5788 | 195.0788 | 189.5788 | 189.5788 | 195.0788 | 189.5788 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 376943 | 149812 | -356476 | -125995 | -582761 | 254229 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 146, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 229, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 146, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 229, "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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