Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1109970.3898 | 843769.3695 | 266201.0204 | 180456186.294 | 161005426.3698 | 19450759.9243 |
Total P&L (%) | 1109.9704 | 843.7694 | 266.201 | 180456.1863 | 161005.4264 | 19450.7599 |
Avg Daily Profit (%) | 0.4437 | 0.3373 | 0.1064 | 0.3002 | 0.2956 | 0.2111 |
Buy And Hold Return (%) | 853.0649 | 853.0649 | 853.0649 | 853.0649 | 853.0649 | 853.0649 |
Max Trade Drawdown | -71584 | -64680 | -71584 | -4999884 | -1491838 | -4999884 |
Profit Factor | 5.6175 | 7.9575 | 3.235 | 13.8582 | 41.0235 | 2.9428 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 46 | 23 | 23 | 46 | 23 | 23 |
Losing Trades | 16 | 8 | 8 | 16 | 8 | 8 |
Profitability (%) | 74.1935 | 74.1935 | 74.1935 | 74.1935 | 74.1935 | 74.1935 |
Ratio Avg Win / Avg Loss | 1.9539 | 2.7678 | 1.1252 | 4.8202 | 14.2691 | 1.0236 |
Largest Winning Trade | 188295 | 188295 | 55910 | 62670325 | 62670325 | 15037000 |
Largest Losing Trade | -71584 | -43031 | -71584 | -4999884 | -1491838 | -4999884 |
Avg Bars in Trades | 74 | 89 | 58 | 74 | 89 | 58 |
Avg Bars in Winners | 73 | 81 | 65 | 73 | 81 | 65 |
Avg Bars in Losers | 76 | 112 | 40 | 76 | 112 | 40 |
Bars Traded | 4593 | 2765 | 1828 | 4593 | 2765 | 1828 |
Profit Streak | 77.8911 | 115.3911 | 0 | 77.8911 | 115.3911 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -208521 | -143983 | -208526 | -137383 | 771761 | 566554 |
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{ "first_band": { "type": "ema", "factors": { "length": 57, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 180, "offset": 0 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 57, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 180, "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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