Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 569498.7605 | 483141.6244 | 86357.1361 | 1137266.0025 | 401446.2809 | 735819.7217 |
Total P&L (%) | 569.4988 | 483.1416 | 86.3571 | 1137.266 | 401.4463 | 735.8197 |
Avg Daily Profit (%) | 0.3082 | 0.2615 | 0.0467 | 0.1362 | 0.0873 | 0.115 |
Buy And Hold Return (%) | 79.9242 | 79.9242 | 79.9242 | 79.9242 | 79.9242 | 79.9242 |
Max Trade Drawdown | -89904 | -100610 | -104371 | -563174 | -775067 | -276110 |
Profit Factor | 1.9638 | 2.5578 | 1.3076 | 1.3313 | 1.1736 | 1.6569 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 46 | 23 | 23 | 46 | 23 | 23 |
Losing Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Profitability (%) | 52.8736 | 52.2727 | 53.4884 | 52.8736 | 52.2727 | 53.4884 |
Ratio Avg Win / Avg Loss | 1.7503 | 2.3354 | 1.137 | 1.1866 | 1.0715 | 1.4408 |
Largest Winning Trade | 123797 | 123797 | 60627 | 445758 | 445758 | 349710 |
Largest Losing Trade | -47893 | -39870 | -47893 | -563174 | -563174 | -257095 |
Avg Bars in Trades | 78 | 57 | 100 | 78 | 57 | 100 |
Avg Bars in Winners | 83 | 42 | 125 | 83 | 42 | 125 |
Avg Bars in Losers | 72 | 73 | 72 | 72 | 73 | 72 |
Bars Traded | 6841 | 2509 | 4332 | 6841 | 2509 | 4332 |
Profit Streak | 0 | 0 | 74.9366 | 0 | 0 | 74.9366 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 478720 | 458626 | -270037 | -9868 | -106976 | -36000 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 176, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 83, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 176, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 83, "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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