Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 164836.2261 | 91574.4787 | 73261.7474 | 285970.8327 | 182034.5223 | 103936.3103 |
Total P&L (%) | 164.8362 | 91.5745 | 73.2617 | 285.9708 | 182.0345 | 103.9363 |
Avg Daily Profit (%) | 0.633 | 0.3516 | 0.2813 | 0.52 | 0.3989 | 0.274 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -37398 | -34784 | -29503 | -78695 | -71174 | -52492 |
Profit Factor | 1.4113 | 1.4548 | 1.3673 | 1.3759 | 1.4811 | 1.2718 |
Total Trades | 318 | 159 | 159 | 318 | 159 | 159 |
Winning Trades | 168 | 89 | 79 | 168 | 89 | 79 |
Losing Trades | 150 | 70 | 80 | 150 | 70 | 80 |
Profitability (%) | 52.8302 | 55.9748 | 49.6855 | 52.8302 | 55.9748 | 49.6855 |
Ratio Avg Win / Avg Loss | 1.26 | 1.1442 | 1.3846 | 1.2285 | 1.1649 | 1.2879 |
Largest Winning Trade | 23289 | 23289 | 15242 | 42882 | 42882 | 29283 |
Largest Losing Trade | -10906 | -10871 | -10906 | -37247 | -37247 | -20221 |
Avg Bars in Trades | 77 | 80 | 75 | 77 | 80 | 75 |
Avg Bars in Winners | 78 | 71 | 87 | 78 | 71 | 87 |
Avg Bars in Losers | 76 | 91 | 64 | 76 | 91 | 64 |
Bars Traded | 24745 | 12738 | 12007 | 24745 | 12738 | 12007 |
Profit Streak | 4.1826 | 8.5472 | 4.1826 | 4.1826 | 8.5472 | 4.1826 |
Trades During Streak | 5 | 7 | 2 | 5 | 7 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 490156 | 407838 | 287391 | 447609 | 428176 | 264139 |
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{ "first_band": { "type": "midprice", "factors": { "length": 210, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 133, "offset": 0 } } }
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{ "first_band": { "type": "midprice", "factors": { "length": 210, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 133, "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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