Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1626701.9206 | 1564316.091 | 62385.8297 | 2293220.7008 | 423507.2077 | 1869713.493 |
Total P&L (%) | 1626.7019 | 1564.3161 | 62.3858 | 2293.2207 | 423.5072 | 1869.7135 |
Avg Daily Profit (%) | 0.7214 | 0.6938 | 0.0277 | 0.1409 | 0.0734 | 0.1323 |
Buy And Hold Return (%) | 277.628 | 277.628 | 277.628 | 277.628 | 277.628 | 277.628 |
Max Trade Drawdown | -134174 | -73350 | -130781 | -8125363 | -4497041 | -4862607 |
Profit Factor | 3.9467 | 7.1689 | 1.209 | 1.1339 | 1.0505 | 1.2142 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 38 | 16 | 22 | 38 | 16 | 22 |
Losing Trades | 55 | 31 | 24 | 55 | 31 | 24 |
Profitability (%) | 40.8602 | 34.0426 | 47.8261 | 40.8602 | 34.0426 | 47.8261 |
Ratio Avg Win / Avg Loss | 5.7124 | 13.8897 | 1.3189 | 1.6412 | 2.0353 | 1.3246 |
Largest Winning Trade | 1197127 | 1197127 | 64956 | 3009520 | 3009520 | 2266987 |
Largest Losing Trade | -61280 | -36213 | -61280 | -3508818 | -1998647 | -3508818 |
Avg Bars in Trades | 138 | 128 | 147 | 138 | 128 | 147 |
Avg Bars in Winners | 251 | 250 | 251 | 251 | 250 | 251 |
Avg Bars in Losers | 59 | 65 | 52 | 59 | 65 | 52 |
Bars Traded | 12837 | 6038 | 6800 | 12837 | 6038 | 6800 |
Profit Streak | 0 | 0 | 31.2973 | 0 | 0 | 31.2973 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 556205 | 495050 | -322397 | -79886 | -274964 | -16880 |
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{ "first_band": { "type": "ema", "factors": { "length": 202, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 81, "offset": 0 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 202, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 81, "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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