Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 393592.3087 | 343507.9956 | 50084.3131 | 95929.5408 | 203710.5259 | -107780.9851 |
Total P&L (%) | 393.5923 | 343.508 | 50.0843 | 95.9295 | 203.7105 | -107.781 |
Avg Daily Profit (%) | 0.2433 | 0.2123 | 0.031 | 0.0416 | 0.0687 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -129120 | -97532 | -158609 | -265872 | -138895 | -313359 |
Profit Factor | 1.5659 | 1.9401 | 1.1517 | 1.0844 | 1.3499 | 0.8053 |
Total Trades | 126 | 63 | 63 | 126 | 63 | 63 |
Winning Trades | 54 | 29 | 25 | 54 | 29 | 25 |
Losing Trades | 72 | 34 | 38 | 72 | 34 | 38 |
Profitability (%) | 42.8571 | 46.0317 | 39.6825 | 42.8571 | 46.0317 | 39.6825 |
Ratio Avg Win / Avg Loss | 2.0879 | 2.2746 | 1.7506 | 1.4459 | 1.5826 | 1.2241 |
Largest Winning Trade | 209488 | 209488 | 54559 | 160537 | 160537 | 57794 |
Largest Losing Trade | -42958 | -34214 | -42958 | -61180 | -54827 | -61180 |
Avg Bars in Trades | 148 | 141 | 155 | 148 | 141 | 155 |
Avg Bars in Winners | 233 | 211 | 259 | 233 | 211 | 259 |
Avg Bars in Losers | 84 | 81 | 86 | 84 | 81 | 86 |
Bars Traded | 18706 | 8924 | 9782 | 18706 | 8924 | 9782 |
Profit Streak | 0 | 0 | 536.2563 | 0 | 0 | 536.2563 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 301225 | -136812 | -355377 | -267448 | -247952 | -729122 |
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{ "first_band": { "type": "ema", "factors": { "length": 200, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 94, "offset": 0 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 200, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 94, "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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