Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 383125.2474 | 304277.0842 | 78848.1632 | 673031.554 | 357179.6123 | 315851.9417 |
Total P&L (%) | 383.1252 | 304.2771 | 78.8482 | 673.0316 | 357.1796 | 315.8519 |
Avg Daily Profit (%) | 0.3678 | 0.2921 | 0.0757 | 0.1965 | 0.146 | 0.1369 |
Buy And Hold Return (%) | 23.4421 | 23.4421 | 23.4421 | 23.4421 | 23.4421 | 23.4421 |
Max Trade Drawdown | -70891 | -60527 | -27975 | -266031 | -268935 | -164711 |
Profit Factor | 2.0949 | 2.6624 | 1.4724 | 1.4856 | 1.4719 | 1.5019 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 41 | 19 | 22 | 41 | 19 | 22 |
Losing Trades | 50 | 26 | 24 | 50 | 26 | 24 |
Profitability (%) | 45.0549 | 42.2222 | 47.8261 | 45.0549 | 42.2222 | 47.8261 |
Ratio Avg Win / Avg Loss | 2.5547 | 3.6433 | 1.6063 | 1.8116 | 2.0142 | 1.6385 |
Largest Winning Trade | 152474 | 152474 | 36354 | 246337 | 246337 | 142947 |
Largest Losing Trade | -21509 | -17928 | -21509 | -164711 | -117276 | -164711 |
Avg Bars in Trades | 269 | 253 | 285 | 269 | 253 | 285 |
Avg Bars in Winners | 416 | 398 | 431 | 416 | 398 | 431 |
Avg Bars in Losers | 149 | 147 | 151 | 149 | 147 | 151 |
Bars Traded | 24551 | 11417 | 13135 | 24551 | 11417 | 13135 |
Profit Streak | 26.7555 | 48.3805 | 26.7555 | 26.7555 | 48.3805 | 26.7555 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 445456 | 399232 | -92650 | 348198 | 62339 | -8063 |
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{ "first_band": { "type": "ema", "factors": { "length": 98, "offset": 224 } }, "second_band": { "type": "midprice", "factors": { "length": 85, "offset": 0 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 98, "offset": 224 } }, "second_band": { "type": "midprice", "factors": { "length": 85, "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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