Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 11137472.6378 | 11051108.9255 | 86363.7123 | 61377758.7451 | 53525610.0115 | 7852148.7335 |
Total P&L (%) | 11137.4726 | 11051.1089 | 86.3637 | 61377.7587 | 53525.61 | 7852.1487 |
Avg Daily Profit (%) | 4.9156 | 4.8775 | 0.0381 | 0.2838 | 0.2778 | 0.1933 |
Buy And Hold Return (%) | 9172.1683 | 9172.1683 | 9172.1683 | 9172.1683 | 9172.1683 | 9172.1683 |
Max Trade Drawdown | -62024 | -53893 | -46401 | -15393974 | -7493946 | -16031501 |
Profit Factor | 36.0808 | 74.1332 | 1.5191 | 1.9237 | 3.0985 | 1.1918 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 33 | 14 | 19 | 33 | 14 | 19 |
Losing Trades | 39 | 22 | 17 | 39 | 22 | 17 |
Profitability (%) | 45.8333 | 38.8889 | 52.7778 | 45.8333 | 38.8889 | 52.7778 |
Ratio Avg Win / Avg Loss | 42.6409 | 116.495 | 1.3592 | 2.2735 | 4.869 | 1.0663 |
Largest Winning Trade | 10801141 | 10801141 | 45485 | 34522953 | 34522953 | 22817042 |
Largest Losing Trade | -23801 | -23167 | -23801 | -12870951 | -7458272 | -12870951 |
Avg Bars in Trades | 120 | 120 | 121 | 120 | 120 | 121 |
Avg Bars in Winners | 196 | 207 | 188 | 196 | 207 | 188 |
Avg Bars in Losers | 56 | 64 | 46 | 56 | 64 | 46 |
Bars Traded | 8703 | 4330 | 4373 | 8703 | 4330 | 4373 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -160042 | -81897 | -305980 | -73196 | 342829 | -166990 |
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{ "first_band": { "type": "ema", "factors": { "length": 143, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 44, "offset": 0 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 143, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 44, "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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