Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1053416.6534 | 880075.6778 | 173340.9756 | 2035576.9932 | 172920.1893 | 1862656.8039 |
Total P&L (%) | 1053.4167 | 880.0757 | 173.341 | 2035.577 | 172.9202 | 1862.6568 |
Avg Daily Profit (%) | 0.5587 | 0.4668 | 0.0919 | 0.1625 | 0.0533 | 0.158 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -124857 | -123204 | -118126 | -2415849 | -2262395 | -1845817 |
Profit Factor | 2.6523 | 3.1543 | 1.7569 | 1.1874 | 1.0231 | 1.552 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 45 | 20 | 25 | 45 | 20 | 25 |
Losing Trades | 39 | 22 | 17 | 39 | 22 | 17 |
Profitability (%) | 53.5714 | 47.619 | 59.5238 | 53.5714 | 47.619 | 59.5238 |
Ratio Avg Win / Avg Loss | 2.2987 | 3.4698 | 1.1947 | 1.0291 | 1.1254 | 1.0554 |
Largest Winning Trade | 432063 | 432063 | 36329 | 2328886 | 2328886 | 1041079 |
Largest Losing Trade | -50099 | -50099 | -47342 | -1513954 | -1513954 | -911853 |
Avg Bars in Trades | 42 | 54 | 30 | 42 | 54 | 30 |
Avg Bars in Winners | 39 | 49 | 30 | 39 | 49 | 30 |
Avg Bars in Losers | 46 | 58 | 29 | 46 | 58 | 29 |
Bars Traded | 3565 | 2288 | 1277 | 3565 | 2288 | 1277 |
Profit Streak | 0 | 0 | 128.57 | 0 | 0 | 128.57 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 606602 | 556668 | -66162 | -5991 | -317798 | 401325 |
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{ "first_band": { "type": "ema", "factors": { "length": 73, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 115, "offset": 0 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 73, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 115, "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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