Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 473560.1328 | 375898.1814 | 97661.9515 | 1296876.2855 | 564373.3154 | 732502.9701 |
Total P&L (%) | 473.5601 | 375.8982 | 97.662 | 1296.8763 | 564.3733 | 732.503 |
Avg Daily Profit (%) | 0.2396 | 0.1902 | 0.0494 | 0.1335 | 0.0958 | 0.1073 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -52119 | -44739 | -122278 | -720341 | -588054 | -348404 |
Profit Factor | 2.6067 | 4.1572 | 1.5559 | 1.7661 | 1.6645 | 1.8683 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 25 | 14 | 11 | 25 | 14 | 11 |
Losing Trades | 37 | 17 | 20 | 37 | 17 | 20 |
Profitability (%) | 40.3226 | 45.1613 | 35.4839 | 40.3226 | 45.1613 | 35.4839 |
Ratio Avg Win / Avg Loss | 3.8579 | 5.048 | 2.8289 | 2.6138 | 2.0212 | 3.397 |
Largest Winning Trade | 118451 | 118451 | 70797 | 619627 | 477070 | 619627 |
Largest Losing Trade | -28916 | -16087 | -28916 | -249131 | -212225 | -249131 |
Avg Bars in Trades | 120 | 115 | 124 | 120 | 115 | 124 |
Avg Bars in Winners | 205 | 176 | 241 | 205 | 176 | 241 |
Avg Bars in Losers | 62 | 66 | 59 | 62 | 66 | 59 |
Bars Traded | 7451 | 3592 | 3859 | 7451 | 3592 | 3859 |
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 | -149610 | 460518 | -129859 | -173607 | -63367 | -51505 |
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{ "first_band": { "type": "ema", "factors": { "length": 172, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 49, "offset": 0 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 172, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 49, "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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