Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 315073.7897 | 320051.2482 | -4977.4585 | -300126.9642 | 943572.7486 | -1243699.7128 |
Total P&L (%) | 315.0738 | 320.0512 | -4.9775 | -300.127 | 943.5727 | -1243.6997 |
Avg Daily Profit (%) | 0.2231 | 0.2266 | -0.0035 | 0 | 0.1662 | 0 |
Buy And Hold Return (%) | 64.9515 | 64.9515 | 64.9515 | 64.9515 | 64.9515 | 64.9515 |
Max Trade Drawdown | -138007 | -85192 | -187820 | -1902035 | -683672 | -2117555 |
Profit Factor | 1.4423 | 2.2732 | 0.9892 | 0.9394 | 1.702 | 0.6551 |
Total Trades | 113 | 57 | 56 | 113 | 57 | 56 |
Winning Trades | 64 | 32 | 32 | 67 | 36 | 31 |
Losing Trades | 49 | 25 | 24 | 46 | 21 | 25 |
Profitability (%) | 56.6372 | 56.1404 | 57.1429 | 59.292 | 63.1579 | 55.3571 |
Ratio Avg Win / Avg Loss | 1.1043 | 1.7759 | 0.7419 | 0.6449 | 0.9928 | 0.5283 |
Largest Winning Trade | 69986 | 69986 | 46412 | 303719 | 303719 | 290441 |
Largest Losing Trade | -127383 | -31979 | -127383 | -913763 | -266275 | -913763 |
Avg Bars in Trades | 24 | 17 | 30 | 24 | 17 | 30 |
Avg Bars in Winners | 24 | 16 | 32 | 22 | 15 | 30 |
Avg Bars in Losers | 23 | 19 | 28 | 26 | 20 | 31 |
Bars Traded | 2725 | 999 | 1726 | 2725 | 999 | 1726 |
Profit Streak | 0 | 0 | 0 | 476.9749 | 476.9749 | 481.4749 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 314788 | -168203 | -759907 | -578034 | -169291 | -759554 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 67, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 71, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 67, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 71, "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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