Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 282369.579 | 289956.3423 | -7586.7633 | 55675.7153 | 736806.9635 | -681131.2481 |
Total P&L (%) | 282.3696 | 289.9563 | -7.5868 | 55.6757 | 736.807 | -681.1312 |
Avg Daily Profit (%) | 0.3168 | 0.3253 | -0.0085 | 0.0497 | 0.2386 | 0 |
Buy And Hold Return (%) | 361.7192 | 361.7192 | 361.7192 | 361.7192 | 361.7192 | 361.7192 |
Max Trade Drawdown | -97913 | -31995 | -115908 | -696418 | -125580 | -773277 |
Profit Factor | 1.8872 | 4.4233 | 0.9675 | 1.041 | 4.1813 | 0.3945 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 39 | 21 | 18 | 39 | 21 | 18 |
Losing Trades | 20 | 9 | 11 | 20 | 9 | 11 |
Profitability (%) | 66.1017 | 70 | 62.069 | 66.1017 | 70 | 62.069 |
Ratio Avg Win / Avg Loss | 0.9678 | 1.8957 | 0.5913 | 0.5339 | 1.792 | 0.2411 |
Largest Winning Trade | 61000 | 61000 | 42166 | 290013 | 290013 | 85166 |
Largest Losing Trade | -89553 | -26846 | -89553 | -591754 | -107818 | -591754 |
Avg Bars in Trades | 38 | 34 | 43 | 38 | 34 | 43 |
Avg Bars in Winners | 36 | 28 | 45 | 36 | 28 | 45 |
Avg Bars in Losers | 44 | 50 | 39 | 44 | 50 | 39 |
Bars Traded | 2295 | 1044 | 1251 | 2295 | 1044 | 1251 |
Profit Streak | 0 | 0 | 90.2227 | 0 | 0 | 90.2227 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -333766 | -147168 | -578709 | -646820 | 412740 | -578709 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 136, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 115, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 136, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 115, "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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