Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 203942.5778 | 91351.4084 | 112591.1693 | 29377.0663 | -102651.5214 | 132028.5877 |
Total P&L (%) | 203.9426 | 91.3514 | 112.5912 | 29.3771 | -102.6515 | 132.0286 |
Avg Daily Profit (%) | 0.197 | 0.0882 | 0.1087 | 0.0249 | 0 | 0.0813 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -122938 | -104385 | -44221 | -363416 | -320714 | -109454 |
Profit Factor | 1.3608 | 1.2552 | 1.5433 | 1.0273 | 0.855 | 1.3569 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 45 | 21 | 24 | 45 | 21 | 24 |
Losing Trades | 43 | 23 | 20 | 43 | 23 | 20 |
Profitability (%) | 51.1364 | 47.7273 | 54.5455 | 51.1364 | 47.7273 | 54.5455 |
Ratio Avg Win / Avg Loss | 1.3004 | 1.3747 | 1.2861 | 0.9816 | 0.9364 | 1.1308 |
Largest Winning Trade | 73649 | 73649 | 24965 | 76314 | 76314 | 63015 |
Largest Losing Trade | -52264 | -52264 | -33798 | -109043 | -109043 | -55630 |
Avg Bars in Trades | 33 | 46 | 21 | 33 | 46 | 21 |
Avg Bars in Winners | 33 | 45 | 22 | 33 | 45 | 22 |
Avg Bars in Losers | 34 | 47 | 19 | 34 | 47 | 19 |
Bars Traded | 2983 | 2049 | 934 | 2983 | 2049 | 934 |
Profit Streak | 0 | 0 | 251.3072 | 0 | 0 | 251.3072 |
Trades During Streak | 0 | 0 | 5 | 0 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 303595 | -76176 | -43912 | -354622 | -581603 | -81610 |
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{ "first_band": { "type": "ema", "factors": { "length": 37, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 67, "offset": 0 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 37, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 67, "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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