Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 532074.0882 | 546415.0074 | -14340.9191 | 172342.0387 | 1908901.1416 | -1736559.1029 |
Total P&L (%) | 532.0741 | 546.415 | -14.3409 | 172.342 | 1908.9011 | -1736.5591 |
Avg Daily Profit (%) | 0.2297 | 0.2359 | -0.0062 | 0.0433 | 0.1296 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -121483 | -54100 | -126675 | -1865040 | -225069 | -1864593 |
Profit Factor | 2.0115 | 3.6666 | 0.9553 | 1.0552 | 3.9559 | 0.2984 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 25 | 14 | 11 | 25 | 14 | 11 |
Losing Trades | 32 | 15 | 17 | 32 | 15 | 17 |
Profitability (%) | 43.8596 | 48.2759 | 39.2857 | 43.8596 | 48.2759 | 39.2857 |
Ratio Avg Win / Avg Loss | 2.5747 | 3.9285 | 1.4764 | 1.3507 | 4.2384 | 0.4611 |
Largest Winning Trade | 198741 | 198741 | 92446 | 1015923 | 1015923 | 236197 |
Largest Losing Trade | -78175 | -43307 | -78175 | -1614297 | -195174 | -1614297 |
Avg Bars in Trades | 109 | 74 | 146 | 109 | 74 | 146 |
Avg Bars in Winners | 176 | 98 | 276 | 176 | 98 | 276 |
Avg Bars in Losers | 57 | 52 | 62 | 57 | 52 | 62 |
Bars Traded | 6261 | 2165 | 4096 | 6261 | 2165 | 4096 |
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 | -169773 | 519710 | -604333 | -476782 | -13252 | -606000 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 248, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 34, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 248, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 34, "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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