Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 387047.84 | 251433.6704 | 135614.1696 | -7664961.9309 | -3187190.764 | -4477771.167 |
Total P&L (%) | 387.0478 | 251.4337 | 135.6142 | -7664.9619 | -3187.1908 | -4477.7712 |
Avg Daily Profit (%) | 0.2029 | 0.1318 | 0.0711 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -225640 | -81121 | -231814 | -13307483 | -6820254 | -8568186 |
Profit Factor | 1.5531 | 1.8686 | 1.3305 | 0.7923 | 0.8235 | 0.7624 |
Total Trades | 127 | 64 | 63 | 127 | 64 | 63 |
Winning Trades | 88 | 44 | 44 | 43 | 23 | 20 |
Losing Trades | 39 | 20 | 19 | 84 | 41 | 43 |
Profitability (%) | 69.2913 | 68.75 | 69.8413 | 33.8583 | 35.9375 | 31.746 |
Ratio Avg Win / Avg Loss | 0.6883 | 0.8494 | 0.5746 | 1.5478 | 1.468 | 1.6392 |
Largest Winning Trade | 38263 | 38263 | 29693 | 8195639 | 4547296 | 8195639 |
Largest Losing Trade | -223069 | -58259 | -223069 | -1943473 | -1739284 | -1943473 |
Avg Bars in Trades | 58 | 66 | 49 | 58 | 66 | 49 |
Avg Bars in Winners | 33 | 36 | 29 | 99 | 126 | 70 |
Avg Bars in Losers | 113 | 132 | 94 | 36 | 33 | 39 |
Bars Traded | 7372 | 4267 | 3105 | 7372 | 4267 | 3105 |
Profit Streak | 22.7209 | 79.9709 | 22.7209 | 0 | 0 | 0 |
Trades During Streak | 3 | 3 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 428877 | -151668 | -242970 | -583940 | -724038 | -732057 |
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{ "first_band": { "type": "midprice", "factors": { "length": 24, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 125, "offset": 0 } } }
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{ "first_band": { "type": "midprice", "factors": { "length": 24, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 125, "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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