Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 667179.3287 | 587447.2935 | 79732.0352 | 4341478.5647 | 3519979.8675 | 821498.6972 |
Total P&L (%) | 667.1793 | 587.4473 | 79.732 | 4341.4786 | 3519.9799 | 821.4987 |
Avg Daily Profit (%) | 0.3679 | 0.3239 | 0.044 | 0.2094 | 0.1981 | 0.1225 |
Buy And Hold Return (%) | 645.2575 | 645.2575 | 645.2575 | 645.2575 | 645.2575 | 645.2575 |
Max Trade Drawdown | -77653 | -66343 | -163406 | -1562365 | -1075736 | -1135340 |
Profit Factor | 1.6188 | 2.219 | 1.1337 | 1.3705 | 1.6767 | 1.1261 |
Total Trades | 306 | 153 | 153 | 306 | 153 | 153 |
Winning Trades | 180 | 100 | 80 | 180 | 100 | 80 |
Losing Trades | 126 | 53 | 73 | 126 | 53 | 73 |
Profitability (%) | 58.8235 | 65.3595 | 52.2876 | 58.8235 | 65.3595 | 52.2876 |
Ratio Avg Win / Avg Loss | 1.1332 | 1.1761 | 1.0345 | 0.9594 | 0.8887 | 1.0275 |
Largest Winning Trade | 102414 | 102414 | 70024 | 834748 | 764567 | 834748 |
Largest Losing Trade | -32136 | -27008 | -32136 | -992173 | -592766 | -992173 |
Avg Bars in Trades | 70 | 60 | 79 | 70 | 60 | 79 |
Avg Bars in Winners | 74 | 51 | 102 | 74 | 51 | 102 |
Avg Bars in Losers | 64 | 78 | 54 | 64 | 78 | 54 |
Bars Traded | 21502 | 9278 | 12224 | 21502 | 9278 | 12224 |
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 | -141037 | -151331 | -372837 | 343047 | 346589 | -191117 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 177, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 89, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 177, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 89, "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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