Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 688859.1905 | 767531.9918 | -78672.8012 | -79108.7045 | 254327.2047 | -333435.9092 |
Total P&L (%) | 688.8592 | 767.532 | -78.6728 | -79.1087 | 254.3272 | -333.4359 |
Avg Daily Profit (%) | 0.2976 | 0.3315 | -0.034 | -0.0676 | 0.0547 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -204047 | -197143 | -153132 | -744803 | -784183 | -479459 |
Profit Factor | 1.8565 | 2.7807 | 0.7892 | 0.9563 | 1.2398 | 0.556 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 34 | 16 | 18 | 34 | 16 | 18 |
Losing Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Profitability (%) | 37.3626 | 35.5556 | 39.1304 | 37.3626 | 35.5556 | 39.1304 |
Ratio Avg Win / Avg Loss | 3.1123 | 5.0401 | 1.2277 | 1.6033 | 2.2471 | 0.865 |
Largest Winning Trade | 757448 | 757448 | 52034 | 464953 | 464953 | 126702 |
Largest Losing Trade | -64090 | -64090 | -54122 | -462647 | -462647 | -258525 |
Avg Bars in Trades | 73 | 99 | 47 | 73 | 99 | 47 |
Avg Bars in Winners | 96 | 126 | 69 | 96 | 126 | 69 |
Avg Bars in Losers | 59 | 84 | 32 | 59 | 84 | 32 |
Bars Traded | 6644 | 4470 | 2174 | 6644 | 4470 | 2174 |
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 | 278031 | 321036 | -583264 | -582671 | -124649 | -584931 |
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{ "first_band": { "type": "ema", "factors": { "length": 227, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 205, "offset": 0 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 227, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 205, "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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