Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 502957.0662 | 445300.1043 | 57656.9619 | 1162496.0505 | 1407536.697 | -245040.6465 |
Total P&L (%) | 502.9571 | 445.3001 | 57.657 | 1162.4961 | 1407.5367 | -245.0406 |
Avg Daily Profit (%) | 0.3562 | 0.3154 | 0.0408 | 0.1798 | 0.1924 | 0 |
Buy And Hold Return (%) | 66.2503 | 66.2503 | 66.2503 | 66.2503 | 66.2503 | 66.2503 |
Max Trade Drawdown | -95672 | -97819 | -83652 | -1338626 | -941303 | -1077991 |
Profit Factor | 2.1554 | 3.1327 | 1.2545 | 1.2568 | 1.6194 | 0.8913 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 44 | 21 | 23 | 44 | 21 | 23 |
Losing Trades | 39 | 21 | 18 | 39 | 21 | 18 |
Profitability (%) | 53.012 | 50 | 56.0976 | 53.012 | 50 | 56.0976 |
Ratio Avg Win / Avg Loss | 1.9104 | 3.1327 | 0.9818 | 1.114 | 1.6194 | 0.6976 |
Largest Winning Trade | 147954 | 147954 | 58304 | 1193288 | 1193288 | 299227 |
Largest Losing Trade | -47324 | -29087 | -47324 | -489065 | -338855 | -489065 |
Avg Bars in Trades | 96 | 76 | 116 | 96 | 76 | 116 |
Avg Bars in Winners | 111 | 97 | 123 | 111 | 97 | 123 |
Avg Bars in Losers | 79 | 56 | 107 | 79 | 56 | 107 |
Bars Traded | 8000 | 3229 | 4770 | 8000 | 3229 | 4770 |
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 | 453098 | 520242 | -305168 | 244702 | 398928 | -579951 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 196, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 69, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 196, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 69, "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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