Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1325651.1619 | 1415236.4289 | -89585.267 | -39777.5379 | 642123.5743 | -681901.1122 |
Total P&L (%) | 1325.6512 | 1415.2364 | -89.5853 | -39.7775 | 642.1236 | -681.9011 |
Avg Daily Profit (%) | 0.7069 | 0.7547 | -0.0478 | -0.027 | 0.1069 | 0 |
Buy And Hold Return (%) | 284.8548 | 284.8548 | 284.8548 | 284.8548 | 284.8548 | 284.8548 |
Max Trade Drawdown | -194462 | -159681 | -200586 | -1092026 | -593704 | -694048 |
Profit Factor | 2.392 | 3.8407 | 0.8027 | 0.9805 | 1.6171 | 0.32 |
Total Trades | 143 | 71 | 72 | 143 | 71 | 72 |
Winning Trades | 64 | 31 | 33 | 64 | 31 | 33 |
Losing Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Profitability (%) | 44.7552 | 43.662 | 45.8333 | 44.7552 | 43.662 | 45.8333 |
Ratio Avg Win / Avg Loss | 2.9527 | 4.9558 | 0.9487 | 1.2103 | 2.0866 | 0.3781 |
Largest Winning Trade | 1335078 | 1335078 | 32519 | 814478 | 814478 | 71774 |
Largest Losing Trade | -56278 | -41029 | -56278 | -312419 | -312419 | -148688 |
Avg Bars in Trades | 75 | 89 | 62 | 75 | 89 | 62 |
Avg Bars in Winners | 97 | 104 | 90 | 97 | 104 | 90 |
Avg Bars in Losers | 58 | 77 | 38 | 58 | 77 | 38 |
Bars Traded | 10823 | 6351 | 4472 | 10823 | 6351 | 4472 |
Profit Streak | 0 | 66.3459 | 0 | 0 | 66.3459 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 490489 | -70090 | -661856 | -580772 | -140391 | -661856 |
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{ "first_band": { "type": "ema", "factors": { "length": 210, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 193, "offset": 0 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 210, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 193, "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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