Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 554071.1972 | 462151.1771 | 91920.0202 | 97219.949 | 69921.8333 | 27298.1157 |
Total P&L (%) | 554.0712 | 462.1512 | 91.92 | 97.2199 | 69.9218 | 27.2981 |
Avg Daily Profit (%) | 0.2956 | 0.2466 | 0.049 | 0.0362 | 0.0283 | 0.0129 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -108062 | -97945 | -113775 | -165059 | -143407 | -140383 |
Profit Factor | 1.7069 | 2.1868 | 1.233 | 1.0995 | 1.1384 | 1.0578 |
Total Trades | 137 | 68 | 69 | 137 | 68 | 69 |
Winning Trades | 63 | 28 | 35 | 63 | 28 | 35 |
Losing Trades | 74 | 40 | 34 | 74 | 40 | 34 |
Profitability (%) | 45.9854 | 41.1765 | 50.7246 | 45.9854 | 41.1765 | 50.7246 |
Ratio Avg Win / Avg Loss | 2.0049 | 3.124 | 1.1978 | 1.2914 | 1.6263 | 1.0276 |
Largest Winning Trade | 242943 | 242943 | 36230 | 144411 | 144411 | 42989 |
Largest Losing Trade | -84275 | -62042 | -84275 | -98671 | -73328 | -98671 |
Avg Bars in Trades | 53 | 54 | 52 | 53 | 54 | 52 |
Avg Bars in Winners | 78 | 91 | 68 | 78 | 91 | 68 |
Avg Bars in Losers | 32 | 28 | 36 | 32 | 28 | 36 |
Bars Traded | 7338 | 3711 | 3627 | 7338 | 3711 | 3627 |
Profit Streak | 28.1537 | 97.6537 | 28.1537 | 28.1537 | 97.6537 | 28.1537 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 428424 | -99352 | -228785 | -255776 | -333798 | -436954 |
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{ "first_band": { "type": "ema", "factors": { "length": 124, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 79, "offset": 0 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 124, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 79, "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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