Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 112299.5633 | 82967.9691 | 29331.5942 | 116477.1699 | 127660.5327 | -11183.3628 |
Total P&L (%) | 112.2996 | 82.968 | 29.3316 | 116.4772 | 127.6605 | -11.1834 |
Avg Daily Profit (%) | 0.4312 | 0.3186 | 0.1126 | 0.297 | 0.3164 | -0.0455 |
Buy And Hold Return (%) | 16.5988 | 16.5988 | 16.5988 | 16.5988 | 16.5988 | 16.5988 |
Max Trade Drawdown | -38571 | -21916 | -53878 | -122438 | -44836 | -113401 |
Profit Factor | 1.2911 | 1.4646 | 1.1416 | 1.1429 | 1.3623 | 0.9758 |
Total Trades | 365 | 182 | 183 | 365 | 182 | 183 |
Winning Trades | 207 | 100 | 107 | 207 | 100 | 107 |
Losing Trades | 158 | 82 | 76 | 158 | 82 | 76 |
Profitability (%) | 56.7123 | 54.9451 | 58.4699 | 56.7123 | 54.9451 | 58.4699 |
Ratio Avg Win / Avg Loss | 0.9855 | 1.201 | 0.8109 | 0.8723 | 1.117 | 0.6931 |
Largest Winning Trade | 16472 | 12197 | 16472 | 25836 | 17140 | 25836 |
Largest Losing Trade | -32875 | -20228 | -32875 | -111421 | -26271 | -111421 |
Avg Bars in Trades | 66 | 63 | 69 | 66 | 63 | 69 |
Avg Bars in Winners | 49 | 45 | 54 | 49 | 45 | 54 |
Avg Bars in Losers | 87 | 85 | 89 | 87 | 85 | 89 |
Bars Traded | 24143 | 11506 | 12636 | 24143 | 11506 | 12636 |
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 | 330728 | 289179 | -117407 | -55203 | 314041 | -580672 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 77, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 160, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 77, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 160, "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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