Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 419366.599 | 382956.0157 | 36410.5833 | -75166.4005 | 356833.6682 | -432000.0687 |
Total P&L (%) | 419.3666 | 382.956 | 36.4106 | -75.1664 | 356.8337 | -432.0001 |
Avg Daily Profit (%) | 0.2204 | 0.2013 | 0.0191 | -0.0732 | 0.0799 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -160439 | -90513 | -232749 | -592190 | -97698 | -618597 |
Profit Factor | 1.553 | 2.1626 | 1.0849 | 0.941 | 1.8317 | 0.4883 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Losing Trades | 30 | 15 | 15 | 30 | 15 | 15 |
Profitability (%) | 55.2239 | 55.8824 | 54.5455 | 55.2239 | 55.8824 | 54.5455 |
Ratio Avg Win / Avg Loss | 1.2592 | 1.7073 | 0.9041 | 0.7629 | 1.4461 | 0.4069 |
Largest Winning Trade | 132781 | 132781 | 69321 | 143033 | 143033 | 91237 |
Largest Losing Trade | -86749 | -42433 | -86749 | -354224 | -97698 | -354224 |
Avg Bars in Trades | 82 | 47 | 118 | 82 | 47 | 118 |
Avg Bars in Winners | 86 | 40 | 134 | 86 | 40 | 134 |
Avg Bars in Losers | 77 | 56 | 99 | 77 | 56 | 99 |
Bars Traded | 5524 | 1611 | 3913 | 5524 | 1611 | 3913 |
Profit Streak | 0 | 0 | 580.1816 | 0 | 0 | 580.1816 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -110896 | 449698 | -297495 | -701100 | -83178 | -579630 |
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{ "first_band": { "type": "midprice", "factors": { "length": 138, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 53, "offset": 0 } } }
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{ "first_band": { "type": "midprice", "factors": { "length": 138, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 53, "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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