Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 161247.3543 | 70577.0289 | 90670.3255 | 127692.3948 | 66213.2055 | 61479.1894 |
Total P&L (%) | 161.2474 | 70.577 | 90.6703 | 127.6924 | 66.2132 | 61.4792 |
Avg Daily Profit (%) | 0.1747 | 0.0765 | 0.0982 | 0.0892 | 0.0551 | 0.0519 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -65234 | -54501 | -72541 | -72085 | -67383 | -72749 |
Profit Factor | 1.3108 | 1.2616 | 1.3642 | 1.2292 | 1.2284 | 1.2301 |
Total Trades | 168 | 84 | 84 | 168 | 84 | 84 |
Winning Trades | 93 | 49 | 44 | 93 | 49 | 44 |
Losing Trades | 75 | 35 | 40 | 75 | 35 | 40 |
Profitability (%) | 55.3571 | 58.3333 | 52.381 | 55.3571 | 58.3333 | 52.381 |
Ratio Avg Win / Avg Loss | 1.0571 | 0.9011 | 1.2402 | 0.9913 | 0.8775 | 1.1182 |
Largest Winning Trade | 34678 | 25632 | 34678 | 36718 | 36718 | 26058 |
Largest Losing Trade | -31465 | -24182 | -31465 | -33529 | -30798 | -33529 |
Avg Bars in Trades | 21 | 17 | 25 | 21 | 17 | 25 |
Avg Bars in Winners | 18 | 15 | 22 | 18 | 15 | 22 |
Avg Bars in Losers | 24 | 20 | 28 | 24 | 20 | 28 |
Bars Traded | 3591 | 1488 | 2103 | 3591 | 1488 | 2103 |
Profit Streak | 15.0841 | 15.0841 | 18.8341 | 15.0841 | 15.0841 | 18.8341 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 377258 | -91056 | -60028 | -72981 | -120045 | -123152 |
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{ "first_band": { "type": "midprice", "factors": { "length": 72, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 65, "offset": 0 } } }
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{ "first_band": { "type": "midprice", "factors": { "length": 72, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 65, "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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