Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1405541.3909 | 1401362.3628 | 4179.0281 | 676313.97 | 1179287.4338 | -502973.4638 |
Total P&L (%) | 1405.5414 | 1401.3624 | 4.179 | 676.314 | 1179.2874 | -502.9735 |
Avg Daily Profit (%) | 0.7733 | 0.771 | 0.0023 | 0.1128 | 0.1403 | 0 |
Buy And Hold Return (%) | 615.6837 | 615.6837 | 615.6837 | 615.6837 | 615.6837 | 615.6837 |
Max Trade Drawdown | -123136 | -107105 | -112389 | -2860343 | -2941596 | -2640103 |
Profit Factor | 3.2027 | 5.3214 | 1.0133 | 1.0553 | 1.1848 | 0.9139 |
Total Trades | 120 | 60 | 60 | 120 | 60 | 60 |
Winning Trades | 53 | 21 | 32 | 53 | 21 | 32 |
Losing Trades | 67 | 39 | 28 | 67 | 39 | 28 |
Profitability (%) | 44.1667 | 35 | 53.3333 | 44.1667 | 35 | 53.3333 |
Ratio Avg Win / Avg Loss | 4.0487 | 9.8826 | 0.8867 | 1.3341 | 2.2003 | 0.7996 |
Largest Winning Trade | 806732 | 806732 | 60892 | 2666236 | 2666236 | 1367580 |
Largest Losing Trade | -33904 | -30662 | -33904 | -1059300 | -1059300 | -974579 |
Avg Bars in Trades | 57 | 59 | 54 | 57 | 59 | 54 |
Avg Bars in Winners | 64 | 81 | 53 | 64 | 81 | 53 |
Avg Bars in Losers | 51 | 47 | 56 | 51 | 47 | 56 |
Bars Traded | 6876 | 3585 | 3291 | 6876 | 3585 | 3291 |
Profit Streak | 0 | 86.2466 | 0 | 0 | 86.2466 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 435825 | -158832 | -731812 | -338713 | -203628 | -749526 |
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{ "first_band": { "type": "ema", "factors": { "length": 140, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 85, "offset": 0 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 140, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 85, "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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