Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1816149.7681 | 1751362.7895 | 64786.9786 | 1497262.6009 | 1737812.8764 | -240550.2755 |
Total P&L (%) | 1816.1498 | 1751.3628 | 64.787 | 1497.2626 | 1737.8129 | -240.5503 |
Avg Daily Profit (%) | 0.9758 | 0.941 | 0.0348 | 0.149 | 0.1565 | 0 |
Buy And Hold Return (%) | 115.9369 | 115.9369 | 115.9369 | 115.9369 | 115.9369 | 115.9369 |
Max Trade Drawdown | -163532 | -60960 | -105183 | -1626690 | -1140794 | -1191725 |
Profit Factor | 4.4233 | 7.7068 | 1.2405 | 1.2149 | 1.4694 | 0.9264 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 28 | 14 | 14 | 28 | 14 | 14 |
Losing Trades | 48 | 24 | 24 | 48 | 24 | 24 |
Profitability (%) | 36.8421 | 36.8421 | 36.8421 | 36.8421 | 36.8421 | 36.8421 |
Ratio Avg Win / Avg Loss | 7.5829 | 13.2116 | 2.1266 | 2.0826 | 2.5189 | 1.588 |
Largest Winning Trade | 1600039 | 1600039 | 71113 | 1648018 | 1648018 | 826612 |
Largest Losing Trade | -35012 | -33837 | -35012 | -562804 | -562804 | -433652 |
Avg Bars in Trades | 94 | 88 | 100 | 94 | 88 | 100 |
Avg Bars in Winners | 198 | 179 | 217 | 198 | 179 | 217 |
Avg Bars in Losers | 34 | 35 | 32 | 34 | 35 | 32 |
Bars Traded | 7192 | 3372 | 3820 | 7192 | 3372 | 3820 |
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 | -38203 | 601655 | -316446 | -51965 | 172523 | -583104 |
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{ "first_band": { "type": "ema", "factors": { "length": 167, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 24, "offset": 0 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 167, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 24, "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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