Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 540569.1488 | 376721.5009 | 163847.6479 | 757668.3013 | 2549535.4821 | -1791867.1807 |
Total P&L (%) | 540.5691 | 376.7215 | 163.8476 | 757.6683 | 2549.5355 | -1791.8672 |
Avg Daily Profit (%) | 0.2853 | 0.1989 | 0.0865 | 0.1135 | 0.1731 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -86294 | -63038 | -86294 | -4398706 | -645683 | -4284629 |
Profit Factor | 2.4365 | 3.0922 | 1.8349 | 1.1253 | 2.849 | 0.6162 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 49 | 22 | 27 | 49 | 22 | 27 |
Losing Trades | 25 | 15 | 10 | 25 | 15 | 10 |
Profitability (%) | 66.2162 | 59.4595 | 72.973 | 66.2162 | 59.4595 | 72.973 |
Ratio Avg Win / Avg Loss | 1.2431 | 2.1083 | 0.6796 | 0.5741 | 1.9425 | 0.2282 |
Largest Winning Trade | 161552 | 161552 | 53671 | 1630903 | 1630903 | 1164520 |
Largest Losing Trade | -86294 | -42649 | -86294 | -4284629 | -499242 | -4284629 |
Avg Bars in Trades | 47 | 46 | 48 | 47 | 46 | 48 |
Avg Bars in Winners | 39 | 40 | 38 | 39 | 40 | 38 |
Avg Bars in Losers | 62 | 55 | 74 | 62 | 55 | 74 |
Bars Traded | 3511 | 1715 | 1796 | 3511 | 1715 | 1796 |
Profit Streak | 113.5999 | 113.5999 | 220.5999 | 113.5999 | 113.5999 | 220.5999 |
Trades During Streak | 5 | 2 | 4 | 5 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -52673 | 565522 | -72422 | -190401 | 555708 | -576412 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 94, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 159, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 94, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 159, "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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