Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 301227.5766 | 138988.164 | 162239.4127 | 48510.6187 | -88795.2519 | 137305.8706 |
Total P&L (%) | 301.2276 | 138.9882 | 162.2394 | 48.5106 | -88.7953 | 137.3059 |
Avg Daily Profit (%) | 0.1959 | 0.0904 | 0.1055 | 0.0257 | -0.1423 | 0.0562 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -132571 | -103488 | -105896 | -316192 | -273688 | -209466 |
Profit Factor | 1.2029 | 1.1735 | 1.2372 | 1.0183 | 0.9378 | 1.1125 |
Total Trades | 446 | 223 | 223 | 446 | 223 | 223 |
Winning Trades | 216 | 104 | 112 | 216 | 104 | 112 |
Losing Trades | 230 | 119 | 111 | 230 | 119 | 111 |
Profitability (%) | 48.4305 | 46.6368 | 50.2242 | 48.4305 | 46.6368 | 50.2242 |
Ratio Avg Win / Avg Loss | 1.2808 | 1.3428 | 1.2262 | 1.0843 | 1.0731 | 1.1026 |
Largest Winning Trade | 81419 | 81419 | 43529 | 69338 | 69338 | 49058 |
Largest Losing Trade | -46415 | -30769 | -46415 | -75265 | -75265 | -63110 |
Avg Bars in Trades | 40 | 45 | 36 | 40 | 45 | 36 |
Avg Bars in Winners | 46 | 49 | 43 | 46 | 49 | 43 |
Avg Bars in Losers | 35 | 41 | 29 | 35 | 41 | 29 |
Bars Traded | 18258 | 10134 | 8124 | 18258 | 10134 | 8124 |
Profit Streak | 24.1228 | 33.6228 | 0 | 24.1228 | 33.6228 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 336305 | -101168 | -51754 | -358080 | -578360 | -213970 |
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{ "first_band": { "type": "ema", "factors": { "length": 115, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 126, "offset": 0 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 115, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 126, "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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