Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1432141.0727 | 1356066.1083 | 76074.9644 | 5292368.1361 | 4962414.2782 | 329953.8579 |
Total P&L (%) | 1432.1411 | 1356.0661 | 76.075 | 5292.3681 | 4962.4143 | 329.9539 |
Avg Daily Profit (%) | 0.7873 | 0.7455 | 0.0418 | 0.2195 | 0.216 | 0.0802 |
Buy And Hold Return (%) | 619.6387 | 619.6387 | 619.6387 | 619.6387 | 619.6387 | 619.6387 |
Max Trade Drawdown | -100476 | -75611 | -52955 | -3956887 | -3216678 | -2489138 |
Profit Factor | 3.5445 | 6.0287 | 1.2595 | 1.2677 | 1.5216 | 1.0322 |
Total Trades | 125 | 62 | 63 | 125 | 62 | 63 |
Winning Trades | 46 | 19 | 27 | 46 | 19 | 27 |
Losing Trades | 79 | 43 | 36 | 79 | 43 | 36 |
Profitability (%) | 36.8 | 30.6452 | 42.8571 | 36.8 | 30.6452 | 42.8571 |
Ratio Avg Win / Avg Loss | 6.0872 | 13.644 | 1.6793 | 2.1771 | 3.4436 | 1.3762 |
Largest Winning Trade | 738347 | 738347 | 76222 | 4089143 | 4089143 | 2617557 |
Largest Losing Trade | -25080 | -24933 | -25080 | -1467968 | -1467968 | -903658 |
Avg Bars in Trades | 85 | 77 | 93 | 85 | 77 | 93 |
Avg Bars in Winners | 153 | 143 | 161 | 153 | 143 | 161 |
Avg Bars in Losers | 45 | 48 | 41 | 45 | 48 | 41 |
Bars Traded | 10687 | 4828 | 5859 | 10687 | 4828 | 5859 |
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 | 366100 | -146388 | -451609 | 158385 | -151261 | -586513 |
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{ "first_band": { "type": "ema", "factors": { "length": 147, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 23, "offset": 0 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 147, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 23, "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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