Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 176673.3301 | 102673.5524 | 73999.7777 | 246543.5677 | 217099.4594 | 29444.1083 |
Total P&L (%) | 176.6733 | 102.6736 | 73.9998 | 246.5436 | 217.0995 | 29.4441 |
Avg Daily Profit (%) | 0.3392 | 0.1971 | 0.1421 | 0.2389 | 0.2218 | 0.0496 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -63496 | -53110 | -55933 | -306222 | -227544 | -254957 |
Profit Factor | 1.2324 | 1.2743 | 1.1918 | 1.0894 | 1.1639 | 1.0206 |
Total Trades | 533 | 266 | 267 | 533 | 266 | 267 |
Winning Trades | 301 | 150 | 151 | 301 | 150 | 151 |
Losing Trades | 232 | 116 | 116 | 232 | 116 | 116 |
Profitability (%) | 56.4728 | 56.391 | 56.5543 | 56.4728 | 56.391 | 56.5543 |
Ratio Avg Win / Avg Loss | 0.9499 | 0.9854 | 0.9156 | 0.8397 | 0.9 | 0.784 |
Largest Winning Trade | 16650 | 13470 | 16650 | 70838 | 47431 | 70838 |
Largest Losing Trade | -14369 | -10393 | -14369 | -64974 | -51609 | -64974 |
Avg Bars in Trades | 46 | 45 | 47 | 46 | 45 | 47 |
Avg Bars in Winners | 41 | 36 | 45 | 41 | 36 | 45 |
Avg Bars in Losers | 53 | 56 | 50 | 53 | 56 | 50 |
Bars Traded | 24791 | 12015 | 12776 | 24791 | 12015 | 12776 |
Profit Streak | 3.3003 | 0 | 4.7378 | 3.3003 | 0 | 4.7378 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 324215 | 250282 | -12945 | -113672 | -33055 | -327860 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 151, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 153, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 151, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 153, "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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