Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 318718.9856 | 313830.4923 | 4888.4932 | -71206.9144 | 353905.1445 | -425112.0589 |
Total P&L (%) | 318.719 | 313.8305 | 4.8885 | -71.2069 | 353.9051 | -425.1121 |
Avg Daily Profit (%) | 0.1676 | 0.1651 | 0.0026 | -0.0655 | 0.0796 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -232816 | -188530 | -130937 | -790141 | -337235 | -499344 |
Profit Factor | 1.2267 | 1.4279 | 1.0073 | 0.9671 | 1.3419 | 0.6233 |
Total Trades | 281 | 140 | 141 | 281 | 140 | 141 |
Winning Trades | 136 | 68 | 68 | 136 | 68 | 68 |
Losing Trades | 145 | 72 | 73 | 145 | 72 | 73 |
Profitability (%) | 48.3986 | 48.5714 | 48.227 | 48.3986 | 48.5714 | 48.227 |
Ratio Avg Win / Avg Loss | 1.3079 | 1.5119 | 1.0813 | 1.0311 | 1.4208 | 0.6691 |
Largest Winning Trade | 151495 | 151495 | 35972 | 239940 | 239940 | 132606 |
Largest Losing Trade | -54203 | -54203 | -47237 | -330746 | -202061 | -330746 |
Avg Bars in Trades | 39 | 47 | 32 | 39 | 47 | 32 |
Avg Bars in Winners | 47 | 55 | 39 | 47 | 55 | 39 |
Avg Bars in Losers | 32 | 40 | 24 | 32 | 40 | 24 |
Bars Traded | 11233 | 6704 | 4529 | 11233 | 6704 | 4529 |
Profit Streak | 534.1295 | 534.1295 | 582.1295 | 534.1295 | 534.1295 | 582.1295 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 329843 | 329189 | -567208 | -576929 | -86497 | -580297 |
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{ "first_band": { "type": "ema", "factors": { "length": 109, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 96, "offset": 0 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 109, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 96, "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) |
---|