Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 48468.5055 | -33343.7793 | 81812.2848 | -10014.8761 | -54347.075 | 44332.1989 |
Total P&L (%) | 48.4685 | -33.3438 | 81.8123 | -10.0149 | -54.3471 | 44.3322 |
Avg Daily Profit (%) | 0.0931 | -0.064 | 0.1571 | -0.0203 | -0.1504 | 0.0705 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -96144 | -75305 | -42872 | -89777 | -86606 | -70671 |
Profit Factor | 1.1747 | 0.7763 | 1.6373 | 0.9692 | 0.6706 | 1.2761 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 38 | 16 | 22 | 38 | 16 | 22 |
Losing Trades | 23 | 14 | 9 | 23 | 14 | 9 |
Profitability (%) | 62.2951 | 53.3333 | 70.9677 | 62.2951 | 53.3333 | 70.9677 |
Ratio Avg Win / Avg Loss | 0.711 | 0.6792 | 0.6698 | 0.5866 | 0.5868 | 0.522 |
Largest Winning Trade | 36026 | 20499 | 36026 | 27413 | 21621 | 27413 |
Largest Losing Trade | -40276 | -26769 | -40276 | -68147 | -28717 | -68147 |
Avg Bars in Trades | 393 | 457 | 332 | 393 | 457 | 332 |
Avg Bars in Winners | 237 | 230 | 242 | 237 | 230 | 242 |
Avg Bars in Losers | 651 | 716 | 551 | 651 | 716 | 551 |
Bars Traded | 24016 | 13716 | 10300 | 24016 | 13716 | 10300 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -265171 | -580962 | 348697 | -745752 | -580962 | -100291 |
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{ "first_band": { "type": "midprice", "factors": { "length": 208, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 243, "offset": 218 } } }
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{ "first_band": { "type": "midprice", "factors": { "length": 208, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 243, "offset": 218 } } }
# | 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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