Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 701553.2759 | 627647.2747 | 73906.0012 | 1182189.0189 | 1694583.2921 | -512394.2732 |
Total P&L (%) | 701.5533 | 627.6473 | 73.906 | 1182.189 | 1694.5833 | -512.3943 |
Avg Daily Profit (%) | 0.3865 | 0.3458 | 0.0407 | 0.1407 | 0.1592 | 0 |
Buy And Hold Return (%) | 245.7889 | 245.7889 | 245.7889 | 245.7889 | 245.7889 | 245.7889 |
Max Trade Drawdown | -134704 | -66464 | -97734 | -1302378 | -498694 | -1012212 |
Profit Factor | 1.9126 | 2.8554 | 1.1717 | 1.1834 | 1.615 | 0.8611 |
Total Trades | 146 | 73 | 73 | 146 | 73 | 73 |
Winning Trades | 82 | 43 | 39 | 82 | 43 | 39 |
Losing Trades | 64 | 30 | 34 | 64 | 30 | 34 |
Profitability (%) | 56.1644 | 58.9041 | 53.4247 | 56.1644 | 58.9041 | 53.4247 |
Ratio Avg Win / Avg Loss | 1.4927 | 1.9922 | 1.0215 | 0.9236 | 1.1267 | 0.7507 |
Largest Winning Trade | 168756 | 168756 | 68973 | 594151 | 594151 | 523798 |
Largest Losing Trade | -79469 | -41863 | -79469 | -747676 | -498694 | -747676 |
Avg Bars in Trades | 36 | 28 | 44 | 36 | 28 | 44 |
Avg Bars in Winners | 35 | 23 | 49 | 35 | 23 | 49 |
Avg Bars in Losers | 37 | 35 | 38 | 37 | 35 | 38 |
Bars Traded | 5306 | 2079 | 3227 | 5306 | 2079 | 3227 |
Profit Streak | 0 | 44.927 | 0 | 0 | 44.927 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 363499 | -58465 | -407203 | -25590 | -60128 | -652014 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 97, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 50, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 97, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 50, "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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