Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 505084.1609 | 294378.6248 | 210705.5361 | 439747.6632 | -713.8098 | 440461.473 |
Total P&L (%) | 505.0842 | 294.3786 | 210.7055 | 439.7477 | -0.7138 | 440.4615 |
Avg Daily Profit (%) | 0.278 | 0.162 | 0.116 | 0.0928 | -0.0004 | 0.0929 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -117616 | -84600 | -68313 | -1758827 | -1132791 | -1019666 |
Profit Factor | 2.0663 | 2.2274 | 1.9011 | 1.1297 | 0.9996 | 1.2848 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 48 | 25 | 23 | 48 | 25 | 23 |
Losing Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Profitability (%) | 55.1724 | 56.8182 | 53.4884 | 55.1724 | 56.8182 | 53.4884 |
Ratio Avg Win / Avg Loss | 1.6789 | 1.6928 | 1.6531 | 0.9179 | 0.7597 | 1.1172 |
Largest Winning Trade | 84877 | 84877 | 77137 | 415738 | 322418 | 415738 |
Largest Losing Trade | -89501 | -37063 | -89501 | -459232 | -459232 | -354433 |
Avg Bars in Trades | 59 | 28 | 92 | 59 | 28 | 92 |
Avg Bars in Winners | 68 | 24 | 116 | 68 | 24 | 116 |
Avg Bars in Losers | 48 | 32 | 64 | 48 | 32 | 64 |
Bars Traded | 5201 | 1234 | 3967 | 5201 | 1234 | 3967 |
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 | 487268 | 459197 | -34076 | -147601 | -579557 | -68442 |
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{ "first_band": { "type": "midprice", "factors": { "length": 161, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 64, "offset": 0 } } }
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{ "first_band": { "type": "midprice", "factors": { "length": 161, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 64, "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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