Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3258867.0201 | 3056887.2991 | 201979.721 | 22839416.6721 | 2225321.3221 | 20614095.35 |
Total P&L (%) | 3258.867 | 3056.8873 | 201.9797 | 22839.4167 | 2225.3213 | 20614.0954 |
Avg Daily Profit (%) | 1.3698 | 1.2849 | 0.0849 | 0.2287 | 0.1323 | 0.2244 |
Buy And Hold Return (%) | 414.1542 | 414.1542 | 414.1542 | 414.1542 | 414.1542 | 414.1542 |
Max Trade Drawdown | -184958 | -93446 | -92990 | -25582500 | -26226010 | -7221626 |
Profit Factor | 7.8359 | 11.0074 | 2.1794 | 1.3352 | 1.042 | 2.363 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Losing Trades | 23 | 13 | 10 | 23 | 13 | 10 |
Profitability (%) | 63.4921 | 59.375 | 67.7419 | 63.4921 | 59.375 | 67.7419 |
Ratio Avg Win / Avg Loss | 4.5057 | 7.5314 | 1.0378 | 0.7677 | 0.7129 | 1.1253 |
Largest Winning Trade | 1790236 | 1790236 | 59579 | 10234790 | 10234790 | 6925568 |
Largest Losing Trade | -76753 | -64903 | -76753 | -25007197 | -25007197 | -7221626 |
Avg Bars in Trades | 72 | 98 | 45 | 72 | 98 | 45 |
Avg Bars in Winners | 82 | 118 | 49 | 82 | 118 | 49 |
Avg Bars in Losers | 55 | 67 | 38 | 55 | 67 | 38 |
Bars Traded | 4560 | 3140 | 1420 | 4560 | 3140 | 1420 |
Profit Streak | 0 | 0 | 166.4864 | 0 | 0 | 166.4864 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -127061 | 838732 | -238733 | -142335 | -191855 | 549009 |
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{ "first_band": { "type": "ema", "factors": { "length": 179, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 160, "offset": 0 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 179, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 160, "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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