Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 552368.0255 | 434585.9665 | 117782.059 | 1153778.8464 | 2136554.4408 | -982775.5944 |
Total P&L (%) | 552.368 | 434.586 | 117.7821 | 1153.7788 | 2136.5544 | -982.7756 |
Avg Daily Profit (%) | 0.2316 | 0.1823 | 0.0494 | 0.1061 | 0.1304 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -154869 | -76544 | -164777 | -1591160 | -504007 | -1641294 |
Profit Factor | 1.5696 | 2.0146 | 1.2175 | 1.1605 | 1.6862 | 0.7588 |
Total Trades | 202 | 101 | 101 | 202 | 101 | 101 |
Winning Trades | 103 | 51 | 52 | 103 | 51 | 52 |
Losing Trades | 99 | 50 | 49 | 99 | 50 | 49 |
Profitability (%) | 50.9901 | 50.4951 | 51.4851 | 50.9901 | 50.4951 | 51.4851 |
Ratio Avg Win / Avg Loss | 1.5086 | 1.9751 | 1.1473 | 1.1154 | 1.6531 | 0.7151 |
Largest Winning Trade | 98627 | 98627 | 51421 | 734509 | 734509 | 281441 |
Largest Losing Trade | -47448 | -34223 | -47448 | -684474 | -293629 | -684474 |
Avg Bars in Trades | 69 | 63 | 75 | 69 | 63 | 75 |
Avg Bars in Winners | 91 | 79 | 103 | 91 | 79 | 103 |
Avg Bars in Losers | 47 | 48 | 45 | 47 | 48 | 45 |
Bars Traded | 14103 | 6462 | 7641 | 14103 | 6462 | 7641 |
Profit Streak | 38.1769 | 66.5103 | 0 | 38.1769 | 66.5103 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 463752 | 418885 | -127458 | -93161 | -14981 | -580870 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 125, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 40, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 125, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 40, "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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