Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 468985.7724 | 325856.5463 | 143129.2261 | 1251661.0981 | 851366.6803 | 400294.4178 |
Total P&L (%) | 468.9858 | 325.8565 | 143.1292 | 1251.6611 | 851.3667 | 400.2944 |
Avg Daily Profit (%) | 0.3755 | 0.2609 | 0.1146 | 0.2087 | 0.1805 | 0.129 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -107546 | -94853 | -72456 | -1123575 | -1124213 | -917832 |
Profit Factor | 1.4709 | 1.6563 | 1.2866 | 1.2081 | 1.2839 | 1.1328 |
Total Trades | 283 | 141 | 142 | 283 | 141 | 142 |
Winning Trades | 169 | 85 | 84 | 169 | 85 | 84 |
Losing Trades | 114 | 56 | 58 | 114 | 56 | 58 |
Profitability (%) | 59.7173 | 60.2837 | 59.1549 | 59.7173 | 60.2837 | 59.1549 |
Ratio Avg Win / Avg Loss | 0.9922 | 1.0912 | 0.8884 | 0.815 | 0.8459 | 0.7821 |
Largest Winning Trade | 52124 | 52124 | 18404 | 261165 | 261165 | 221587 |
Largest Losing Trade | -47921 | -47617 | -47921 | -725973 | -725973 | -479263 |
Avg Bars in Trades | 17 | 19 | 15 | 17 | 19 | 15 |
Avg Bars in Winners | 15 | 15 | 14 | 15 | 15 | 14 |
Avg Bars in Losers | 20 | 24 | 17 | 20 | 24 | 17 |
Bars Traded | 4955 | 2734 | 2221 | 4955 | 2734 | 2221 |
Profit Streak | 6.2553 | 0 | 6.5053 | 6.2553 | 0 | 6.5053 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 442586 | 417516 | -39700 | 348449 | 274336 | -94994 |
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{ "first_band": { "type": "ema", "factors": { "length": 18, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 32, "offset": 0 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 18, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 32, "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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