Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 804314.0101 | 713150.9656 | 91163.0445 | 4427820.3529 | 4148766.7429 | 279053.61 |
Total P&L (%) | 804.314 | 713.151 | 91.163 | 4427.8204 | 4148.7667 | 279.0536 |
Avg Daily Profit (%) | 0.3215 | 0.2851 | 0.0364 | 0.1525 | 0.15 | 0.0533 |
Buy And Hold Return (%) | 787.2279 | 787.2279 | 787.2279 | 787.2279 | 787.2279 | 787.2279 |
Max Trade Drawdown | -96073 | -94953 | -71584 | -577391 | -468278 | -577391 |
Profit Factor | 2.8629 | 4.341 | 1.4176 | 2.948 | 5.2278 | 1.216 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 51 | 26 | 25 | 51 | 26 | 25 |
Losing Trades | 38 | 18 | 20 | 38 | 18 | 20 |
Profitability (%) | 57.3034 | 59.0909 | 55.5556 | 57.3034 | 59.0909 | 55.5556 |
Ratio Avg Win / Avg Loss | 2.1332 | 3.0053 | 1.1341 | 2.1965 | 3.6192 | 0.9728 |
Largest Winning Trade | 355658 | 355658 | 33898 | 2050408 | 2050408 | 427553 |
Largest Losing Trade | -71584 | -42898 | -71584 | -577391 | -217709 | -577391 |
Avg Bars in Trades | 53 | 69 | 37 | 53 | 69 | 37 |
Avg Bars in Winners | 60 | 65 | 54 | 60 | 65 | 54 |
Avg Bars in Losers | 44 | 75 | 16 | 44 | 75 | 16 |
Bars Traded | 4744 | 3058 | 1685 | 4744 | 3058 | 1685 |
Profit Streak | 131.9191 | 131.9191 | 224.9191 | 131.9191 | 131.9191 | 224.9191 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -141947 | -147895 | -307430 | 535686 | 583640 | -287876 |
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{ "first_band": { "type": "ema", "factors": { "length": 93, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 147, "offset": 0 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 93, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 147, "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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