Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1282385.5314 | 1158234.5545 | 124150.9769 | 5464668.6835 | 3160142.5834 | 2304526.1002 |
Total P&L (%) | 1282.3855 | 1158.2346 | 124.151 | 5464.6687 | 3160.1426 | 2304.5261 |
Avg Daily Profit (%) | 0.6887 | 0.622 | 0.0667 | 0.2161 | 0.1873 | 0.1709 |
Buy And Hold Return (%) | 151.0889 | 151.0889 | 151.0889 | 151.0889 | 151.0889 | 151.0889 |
Max Trade Drawdown | -90235 | -59412 | -57444 | -7475985 | -4247076 | -3983266 |
Profit Factor | 3.5848 | 5.2759 | 1.5512 | 1.2821 | 1.2746 | 1.2931 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 40 | 17 | 23 | 40 | 17 | 23 |
Losing Trades | 55 | 31 | 24 | 55 | 31 | 24 |
Profitability (%) | 42.1053 | 35.4167 | 48.9362 | 42.1053 | 35.4167 | 48.9362 |
Ratio Avg Win / Avg Loss | 4.9291 | 9.6207 | 1.6186 | 1.7628 | 2.3242 | 1.3493 |
Largest Winning Trade | 852666 | 852666 | 76536 | 3600397 | 3600397 | 3036567 |
Largest Losing Trade | -31816 | -31816 | -29329 | -2409181 | -2409181 | -1808976 |
Avg Bars in Trades | 75 | 74 | 77 | 75 | 74 | 77 |
Avg Bars in Winners | 126 | 140 | 116 | 126 | 140 | 116 |
Avg Bars in Losers | 38 | 37 | 40 | 38 | 37 | 40 |
Bars Traded | 7207 | 3554 | 3653 | 7207 | 3554 | 3653 |
Profit Streak | 0 | 0 | 21.9039 | 0 | 0 | 21.9039 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 581579 | 506144 | -266736 | 231969 | 121898 | 289707 |
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{ "first_band": { "type": "ema", "factors": { "length": 119, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 43, "offset": 0 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 119, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 43, "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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