Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1491737.9408 | 1499274.3884 | -7536.4476 | 19260.3042 | 733873.5161 | -714613.2119 |
Total P&L (%) | 1491.7379 | 1499.2744 | -7.5364 | 19.2603 | 733.8735 | -714.6132 |
Avg Daily Profit (%) | 0.7998 | 0.8038 | -0.004 | 0.0094 | 0.1138 | 0 |
Buy And Hold Return (%) | 27.0776 | 27.0776 | 27.0776 | 27.0776 | 27.0776 | 27.0776 |
Max Trade Drawdown | -144105 | -154865 | -113666 | -1683888 | -976850 | -1087294 |
Profit Factor | 3.2784 | 5.1476 | 0.9743 | 1.0048 | 1.3485 | 0.6217 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 41 | 17 | 24 | 41 | 17 | 24 |
Losing Trades | 46 | 27 | 19 | 46 | 27 | 19 |
Profitability (%) | 47.1264 | 38.6364 | 55.814 | 47.1264 | 38.6364 | 55.814 |
Ratio Avg Win / Avg Loss | 3.6782 | 8.1755 | 0.7713 | 1.1274 | 2.1418 | 0.4922 |
Largest Winning Trade | 1564543 | 1564543 | 35429 | 1564543 | 1564543 | 208540 |
Largest Losing Trade | -48168 | -38827 | -48168 | -655041 | -380446 | -655041 |
Avg Bars in Trades | 81 | 91 | 71 | 81 | 91 | 71 |
Avg Bars in Winners | 90 | 105 | 79 | 90 | 105 | 79 |
Avg Bars in Losers | 73 | 82 | 60 | 73 | 82 | 60 |
Bars Traded | 7073 | 4006 | 3067 | 7073 | 4006 | 3067 |
Profit Streak | 0 | 0 | 77.7054 | 0 | 0 | 77.7054 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 667654 | 601619 | -579009 | -562101 | -43564 | -579009 |
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{ "first_band": { "type": "ema", "factors": { "length": 180, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 132, "offset": 0 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 180, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 132, "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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