Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 721233.6428 | 611084.1183 | 110149.5245 | 3597611.0176 | 2877632.0079 | 719979.0098 |
Total P&L (%) | 721.2336 | 611.0841 | 110.1495 | 3597.611 | 2877.632 | 719.979 |
Avg Daily Profit (%) | 0.3836 | 0.325 | 0.0586 | 0.1922 | 0.1807 | 0.112 |
Buy And Hold Return (%) | 246.0335 | 246.0335 | 246.0335 | 246.0335 | 246.0335 | 246.0335 |
Max Trade Drawdown | -92186 | -63561 | -71712 | -4326586 | -2689328 | -2266749 |
Profit Factor | 3.1595 | 5.0543 | 1.601 | 1.2876 | 1.4917 | 1.1082 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Losing Trades | 26 | 13 | 13 | 26 | 13 | 13 |
Profitability (%) | 57.377 | 56.6667 | 58.0645 | 57.377 | 56.6667 | 58.0645 |
Ratio Avg Win / Avg Loss | 2.347 | 3.8651 | 1.1563 | 0.9565 | 1.1407 | 0.8004 |
Largest Winning Trade | 360521 | 360521 | 33983 | 1447970 | 1447970 | 1250140 |
Largest Losing Trade | -40811 | -40811 | -36679 | -1719245 | -1719245 | -1504885 |
Avg Bars in Trades | 82 | 117 | 48 | 82 | 117 | 48 |
Avg Bars in Winners | 79 | 108 | 51 | 79 | 108 | 51 |
Avg Bars in Losers | 86 | 130 | 43 | 86 | 130 | 43 |
Bars Traded | 5034 | 3536 | 1498 | 5034 | 3536 | 1498 |
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 | -152570 | 507385 | -277539 | -158730 | 358000 | -148432 |
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{ "first_band": { "type": "ema", "factors": { "length": 166, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 197, "offset": 0 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 166, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 197, "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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