Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1112425.897 | 1242602.65 | -130176.753 | -93888.4285 | 27567.4646 | -121455.893 |
Total P&L (%) | 1112.4259 | 1242.6027 | -130.1768 | -93.8884 | 27.5675 | -121.4559 |
Avg Daily Profit (%) | 0.4808 | 0.5371 | -0.0563 | -0.1207 | 0.0105 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -221714 | -179428 | -269734 | -209658 | -98902 | -162257 |
Profit Factor | 2.2771 | 3.5534 | 0.6614 | 0.7665 | 1.1214 | 0.3062 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 45 | 23 | 22 | 45 | 23 | 22 |
Losing Trades | 48 | 24 | 24 | 48 | 24 | 24 |
Profitability (%) | 48.3871 | 48.9362 | 47.8261 | 48.3871 | 48.9362 | 47.8261 |
Ratio Avg Win / Avg Loss | 2.4289 | 3.7078 | 0.7215 | 0.8176 | 1.1702 | 0.3341 |
Largest Winning Trade | 1389907 | 1389907 | 54965 | 200447 | 200447 | 32732 |
Largest Losing Trade | -62792 | -62792 | -42601 | -86333 | -86333 | -55117 |
Avg Bars in Trades | 48 | 49 | 47 | 48 | 49 | 47 |
Avg Bars in Winners | 68 | 63 | 73 | 68 | 63 | 73 |
Avg Bars in Losers | 29 | 35 | 23 | 29 | 35 | 23 |
Bars Traded | 4495 | 2332 | 2163 | 4495 | 2332 | 2163 |
Profit Streak | 0 | 0 | 34.6768 | 0 | 0 | 34.6768 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 518177 | 623537 | -581007 | -581157 | -269384 | -581007 |
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{ "first_band": { "type": "ema", "factors": { "length": 89, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 58, "offset": 0 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 89, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 58, "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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