Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 73253.2026 | 228962.8395 | -155709.6369 | 8943568.24 | 334405.3205 | 8609162.9195 |
Total P&L (%) | 73.2532 | 228.9628 | -155.7096 | 8943.5682 | 334.4053 | 8609.1629 |
Avg Daily Profit (%) | 0.0379 | 0.1183 | -0.0805 | 0.2331 | 0.0759 | 0.2311 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -348342 | -55290 | -433613 | -3389445 | -3951623 | -3903301 |
Profit Factor | 1.0898 | 2.0766 | 0.742 | 1.5442 | 1.0312 | 2.5031 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 51 | 27 | 24 | 47 | 23 | 24 |
Losing Trades | 33 | 15 | 18 | 37 | 19 | 18 |
Profitability (%) | 60.7143 | 64.2857 | 57.1429 | 55.9524 | 54.7619 | 57.1429 |
Ratio Avg Win / Avg Loss | 0.7051 | 1.1537 | 0.5565 | 1.2156 | 0.8519 | 1.8773 |
Largest Winning Trade | 81072 | 81072 | 64229 | 2650409 | 2650409 | 2502523 |
Largest Losing Trade | -333353 | -32287 | -333353 | -2671397 | -2671397 | -2057356 |
Avg Bars in Trades | 129 | 65 | 193 | 129 | 65 | 193 |
Avg Bars in Winners | 130 | 43 | 228 | 125 | 32 | 214 |
Avg Bars in Losers | 128 | 104 | 147 | 135 | 105 | 166 |
Bars Traded | 10882 | 2736 | 8146 | 10882 | 2736 | 8146 |
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 | -263901 | -30304 | -579808 | 392131 | -278738 | 505587 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 243, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 131, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 243, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 131, "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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