Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 93972.7406 | 36248.5809 | 57724.1597 | 92915.5545 | 37939.2358 | 54976.3187 |
Total P&L (%) | 93.9727 | 36.2486 | 57.7242 | 92.9156 | 37.9392 | 54.9763 |
Avg Daily Profit (%) | 0.3609 | 0.1392 | 0.2217 | 0.2526 | 0.1236 | 0.1684 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -51333 | -27373 | -35484 | -75199 | -45504 | -59629 |
Profit Factor | 1.3562 | 1.2763 | 1.4352 | 1.2394 | 1.1966 | 1.2817 |
Total Trades | 156 | 78 | 78 | 156 | 78 | 78 |
Winning Trades | 70 | 32 | 38 | 70 | 32 | 38 |
Losing Trades | 86 | 46 | 40 | 86 | 46 | 40 |
Profitability (%) | 44.8718 | 41.0256 | 48.7179 | 44.8718 | 41.0256 | 48.7179 |
Ratio Avg Win / Avg Loss | 1.6661 | 1.8347 | 1.5107 | 1.5227 | 1.7202 | 1.3492 |
Largest Winning Trade | 29012 | 29012 | 24402 | 40437 | 40437 | 24427 |
Largest Losing Trade | -13312 | -13312 | -10294 | -15910 | -15910 | -14864 |
Avg Bars in Trades | 157 | 160 | 155 | 157 | 160 | 155 |
Avg Bars in Winners | 215 | 216 | 213 | 215 | 216 | 213 |
Avg Bars in Losers | 111 | 120 | 100 | 111 | 120 | 100 |
Bars Traded | 24628 | 12505 | 12123 | 24628 | 12505 | 12123 |
Profit Streak | 5.0983 | 0 | 14.1087 | 5.0983 | 0 | 14.1087 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 312367 | -48064 | -25848 | 253389 | -72879 | -28535 |
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{ "first_band": { "type": "midprice", "factors": { "length": 55, "offset": 178 } }, "second_band": { "type": "ema", "factors": { "length": 242, "offset": 0 } } }
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{ "first_band": { "type": "midprice", "factors": { "length": 55, "offset": 178 } }, "second_band": { "type": "ema", "factors": { "length": 242, "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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