Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 467168.6246 | 471450.2574 | -4281.6327 | 139603.9037 | 209363.934 | -69760.0304 |
Total P&L (%) | 467.1686 | 471.4503 | -4.2816 | 139.6039 | 209.3639 | -69.76 |
Avg Daily Profit (%) | 0.2534 | 0.2557 | -0.0023 | 0.0474 | 0.0613 | -0.0648 |
Buy And Hold Return (%) | 173.0431 | 173.0431 | 173.0431 | 173.0431 | 173.0431 | 173.0431 |
Max Trade Drawdown | -134481 | -113872 | -85909 | -441870 | -365406 | -207639 |
Profit Factor | 2.2545 | 3.2595 | 0.9739 | 1.1329 | 1.3593 | 0.8509 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 26 | 14 | 12 | 26 | 14 | 12 |
Losing Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Profitability (%) | 41.2698 | 43.75 | 38.7097 | 41.2698 | 43.75 | 38.7097 |
Ratio Avg Win / Avg Loss | 3.2083 | 4.1908 | 1.5419 | 1.6122 | 1.7476 | 1.3472 |
Largest Winning Trade | 464959 | 464959 | 53788 | 449228 | 449228 | 165991 |
Largest Losing Trade | -30166 | -30166 | -27345 | -127112 | -119359 | -127112 |
Avg Bars in Trades | 111 | 111 | 111 | 111 | 111 | 111 |
Avg Bars in Winners | 181 | 179 | 183 | 181 | 179 | 183 |
Avg Bars in Losers | 61 | 58 | 65 | 61 | 58 | 65 |
Bars Traded | 7007 | 3561 | 3446 | 7007 | 3561 | 3446 |
Profit Streak | 128.3026 | 128.3026 | 265.8026 | 128.3026 | 128.3026 | 265.8026 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -144722 | 326743 | -581460 | -522336 | -211926 | -582572 |
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{ "first_band": { "type": "ema", "factors": { "length": 206, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 91, "offset": 0 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 206, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 91, "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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