Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2101710.2418 | 2064337.6892 | 37372.5526 | 2038200.5149 | 5083397.0117 | -3045196.4969 |
Total P&L (%) | 2101.7102 | 2064.3377 | 37.3726 | 2038.2005 | 5083.397 | -3045.1965 |
Avg Daily Profit (%) | 0.9458 | 0.9289 | 0.0168 | 0.1379 | 0.1778 | 0 |
Buy And Hold Return (%) | 873.9618 | 873.9618 | 873.9618 | 873.9618 | 873.9618 | 873.9618 |
Max Trade Drawdown | -126225 | -86477 | -95372 | -7377941 | -5765600 | -5157928 |
Profit Factor | 3.5568 | 6.3414 | 1.0858 | 1.0671 | 1.3445 | 0.8051 |
Total Trades | 168 | 84 | 84 | 168 | 84 | 84 |
Winning Trades | 55 | 25 | 30 | 55 | 25 | 30 |
Losing Trades | 113 | 59 | 54 | 113 | 59 | 54 |
Profitability (%) | 32.7381 | 29.7619 | 35.7143 | 32.7381 | 29.7619 | 35.7143 |
Ratio Avg Win / Avg Loss | 7.3076 | 14.9657 | 1.9545 | 2.1924 | 3.173 | 1.4491 |
Largest Winning Trade | 1873312 | 1873312 | 50043 | 7906048 | 7906048 | 2695393 |
Largest Losing Trade | -38326 | -19378 | -38326 | -2113632 | -1483207 | -2113632 |
Avg Bars in Trades | 51 | 46 | 56 | 51 | 46 | 56 |
Avg Bars in Winners | 112 | 110 | 114 | 112 | 110 | 114 |
Avg Bars in Losers | 22 | 19 | 24 | 22 | 19 | 24 |
Bars Traded | 8707 | 3935 | 4772 | 8707 | 3935 | 4772 |
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 | 360215 | 294278 | -467073 | -164631 | -630 | -584996 |
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{ "first_band": { "type": "ema", "factors": { "length": 110, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 11, "offset": 0 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 110, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 11, "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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