Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 805898.107 | 764075.7322 | 41822.3748 | 993681.0241 | 838680.8927 | 155000.1314 |
Total P&L (%) | 805.8981 | 764.0757 | 41.8224 | 993.681 | 838.6809 | 155.0001 |
Avg Daily Profit (%) | 0.3212 | 0.3045 | 0.0167 | 0.0954 | 0.0893 | 0.0373 |
Buy And Hold Return (%) | 441.9919 | 441.9919 | 441.9919 | 441.9919 | 441.9919 | 441.9919 |
Max Trade Drawdown | -102138 | -65110 | -75652 | -949012 | -850606 | -177459 |
Profit Factor | 2.5101 | 3.4164 | 1.1923 | 1.4762 | 1.5531 | 1.2717 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 54 | 27 | 27 | 54 | 27 | 27 |
Losing Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Profitability (%) | 57.4468 | 57.4468 | 57.4468 | 57.4468 | 57.4468 | 57.4468 |
Ratio Avg Win / Avg Loss | 1.8593 | 2.5307 | 0.8832 | 1.0935 | 1.1505 | 0.942 |
Largest Winning Trade | 461292 | 461292 | 26134 | 1157493 | 1157493 | 115786 |
Largest Losing Trade | -58836 | -58836 | -31552 | -777981 | -777981 | -122245 |
Avg Bars in Trades | 76 | 96 | 56 | 76 | 96 | 56 |
Avg Bars in Winners | 83 | 107 | 59 | 83 | 107 | 59 |
Avg Bars in Losers | 67 | 82 | 52 | 67 | 82 | 52 |
Bars Traded | 7191 | 4538 | 2653 | 7191 | 4538 | 2653 |
Profit Streak | 106.0028 | 107.0028 | 106.0028 | 106.0028 | 107.0028 | 106.0028 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 286758 | 301516 | -345412 | -67105 | -77668 | -308977 |
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{ "first_band": { "type": "ema", "factors": { "length": 222, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 190, "offset": 0 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 222, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 190, "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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