Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 408768.7142 | 318000.4862 | 90768.2279 | 507555.0654 | 1050522.7624 | -542967.6969 |
Total P&L (%) | 408.7687 | 318.0005 | 90.7682 | 507.5551 | 1050.5228 | -542.9677 |
Avg Daily Profit (%) | 0.1859 | 0.1446 | 0.0413 | 0.0821 | 0.1111 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -185889 | -170675 | -67021 | -2297201 | -1564219 | -1180845 |
Profit Factor | 1.6639 | 1.9336 | 1.33 | 1.0837 | 1.3427 | 0.8191 |
Total Trades | 119 | 60 | 59 | 119 | 60 | 59 |
Winning Trades | 52 | 25 | 27 | 52 | 25 | 27 |
Losing Trades | 67 | 35 | 32 | 67 | 35 | 32 |
Profitability (%) | 43.6975 | 41.6667 | 45.7627 | 43.6975 | 41.6667 | 45.7627 |
Ratio Avg Win / Avg Loss | 2.1439 | 2.7071 | 1.5762 | 1.3963 | 1.8797 | 0.9708 |
Largest Winning Trade | 94739 | 94739 | 55041 | 1235104 | 1235104 | 463110 |
Largest Losing Trade | -32529 | -32529 | -27914 | -708681 | -314638 | -708681 |
Avg Bars in Trades | 72 | 60 | 84 | 72 | 60 | 84 |
Avg Bars in Winners | 115 | 100 | 128 | 115 | 100 | 128 |
Avg Bars in Losers | 39 | 31 | 47 | 39 | 31 | 47 |
Bars Traded | 8616 | 3624 | 4992 | 8616 | 3624 | 4992 |
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 | 306605 | -169039 | -314727 | -213597 | -215451 | -759106 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 108, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 17, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 108, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 17, "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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