Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1638062.222 | 1535577.6409 | 102484.5811 | 4303819.4934 | 1986413.7608 | 2317405.7327 |
Total P&L (%) | 1638.0622 | 1535.5776 | 102.4846 | 4303.8195 | 1986.4138 | 2317.4057 |
Avg Daily Profit (%) | 0.9015 | 0.8451 | 0.0564 | 0.2085 | 0.1673 | 0.1755 |
Buy And Hold Return (%) | 673.7838 | 673.7838 | 673.7838 | 673.7838 | 673.7838 | 673.7838 |
Max Trade Drawdown | -116812 | -115774 | -62661 | -3966629 | -4204752 | -1407251 |
Profit Factor | 4.1696 | 6.0059 | 1.4879 | 1.297 | 1.1993 | 1.5123 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Losing Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Profitability (%) | 54.7945 | 52.7778 | 56.7568 | 54.7945 | 52.7778 | 56.7568 |
Ratio Avg Win / Avg Loss | 3.4399 | 5.3737 | 1.1336 | 1.07 | 1.073 | 1.1522 |
Largest Winning Trade | 1134218 | 1134218 | 53066 | 2724470 | 2724470 | 1575833 |
Largest Losing Trade | -62661 | -53291 | -62661 | -2336241 | -2336241 | -1281404 |
Avg Bars in Trades | 47 | 64 | 31 | 47 | 64 | 31 |
Avg Bars in Winners | 48 | 68 | 31 | 48 | 68 | 31 |
Avg Bars in Losers | 46 | 60 | 31 | 46 | 60 | 31 |
Bars Traded | 3496 | 2334 | 1162 | 3496 | 2334 | 1162 |
Profit Streak | 49.8338 | 0 | 56.8338 | 49.8338 | 0 | 56.8338 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -58388 | 614258 | -280705 | -67046 | 130885 | 285519 |
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{ "first_band": { "type": "ema", "factors": { "length": 112, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 106, "offset": 0 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 112, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 106, "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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