Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 264022.9502 | 328596.5373 | -64573.5871 | -73175.2997 | 85604.7096 | -158780.0093 |
Total P&L (%) | 264.023 | 328.5965 | -64.5736 | -73.1753 | 85.6047 | -158.78 |
Avg Daily Profit (%) | 0.1408 | 0.1753 | -0.0344 | -0.0702 | 0.033 | 0 |
Buy And Hold Return (%) | 36.7204 | 36.7204 | 36.7204 | 36.7204 | 36.7204 | 36.7204 |
Max Trade Drawdown | -201218 | -132138 | -153236 | -320505 | -166079 | -188101 |
Profit Factor | 1.3992 | 2.0719 | 0.818 | 0.8526 | 1.3801 | 0.4147 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Losing Trades | 30 | 15 | 15 | 30 | 15 | 15 |
Profitability (%) | 52.381 | 51.6129 | 53.125 | 52.381 | 51.6129 | 53.125 |
Ratio Avg Win / Avg Loss | 1.272 | 1.9424 | 0.7218 | 0.7751 | 1.2938 | 0.3659 |
Largest Winning Trade | 219154 | 219154 | 48877 | 153864 | 153864 | 27800 |
Largest Losing Trade | -48041 | -43408 | -48041 | -112576 | -91482 | -112576 |
Avg Bars in Trades | 83 | 108 | 59 | 83 | 108 | 59 |
Avg Bars in Winners | 87 | 121 | 56 | 87 | 121 | 56 |
Avg Bars in Losers | 78 | 95 | 62 | 78 | 95 | 62 |
Bars Traded | 5258 | 3367 | 1891 | 5258 | 3367 | 1891 |
Profit Streak | 120.5341 | 187.8674 | 120.5341 | 120.5341 | 187.8674 | 120.5341 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -154099 | 435800 | -579840 | -730510 | -152171 | -579840 |
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{ "first_band": { "type": "ema", "factors": { "length": 158, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 164, "offset": 0 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 158, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 164, "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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