Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 505998.3589 | 432264.4994 | 73733.8595 | 505765.8225 | -69331.7059 | 575097.5284 |
Total P&L (%) | 505.9984 | 432.2645 | 73.7339 | 505.7658 | -69.3317 | 575.0975 |
Avg Daily Profit (%) | 0.2014 | 0.1721 | 0.0294 | 0.0717 | -0.047 | 0.076 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -175915 | -112898 | -112086 | -5839268 | -4250718 | -2941518 |
Profit Factor | 1.6851 | 2.2549 | 1.1871 | 1.0396 | 0.9893 | 1.0916 |
Total Trades | 120 | 60 | 60 | 120 | 60 | 60 |
Winning Trades | 51 | 25 | 26 | 51 | 25 | 26 |
Losing Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Profitability (%) | 42.5 | 41.6667 | 43.3333 | 42.5 | 41.6667 | 43.3333 |
Ratio Avg Win / Avg Loss | 2.2798 | 3.1569 | 1.5523 | 1.4065 | 1.3851 | 1.4275 |
Largest Winning Trade | 134494 | 134494 | 62674 | 2010518 | 1360814 | 2010518 |
Largest Losing Trade | -38136 | -24611 | -38136 | -1823561 | -1214615 | -1823561 |
Avg Bars in Trades | 80 | 69 | 91 | 80 | 69 | 91 |
Avg Bars in Winners | 109 | 88 | 130 | 109 | 88 | 130 |
Avg Bars in Losers | 59 | 56 | 61 | 59 | 56 | 61 |
Bars Traded | 9676 | 4182 | 5494 | 9676 | 4182 | 5494 |
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 | 311187 | -161024 | -339080 | -276332 | -751810 | -382538 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 124, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 29, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 124, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 29, "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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