Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1559081.7418 | 1642154.5273 | -83072.7855 | -94788.5277 | 34657.2378 | -129445.7655 |
Total P&L (%) | 1559.0817 | 1642.1545 | -83.0728 | -94.7885 | 34.6572 | -129.4458 |
Avg Daily Profit (%) | 0.66 | 0.6952 | -0.0352 | -0.125 | 0.0126 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -358721 | -221602 | -265726 | -237651 | -138006 | -145602 |
Profit Factor | 2.6034 | 4.0314 | 0.8071 | 0.7556 | 1.1568 | 0.2241 |
Total Trades | 123 | 62 | 61 | 123 | 62 | 61 |
Winning Trades | 56 | 24 | 32 | 56 | 24 | 32 |
Losing Trades | 67 | 38 | 29 | 67 | 38 | 29 |
Profitability (%) | 45.5285 | 38.7097 | 52.459 | 45.5285 | 38.7097 | 52.459 |
Ratio Avg Win / Avg Loss | 3.1148 | 6.3831 | 0.7314 | 0.904 | 1.8316 | 0.2031 |
Largest Winning Trade | 1859370 | 1859370 | 44004 | 227090 | 227090 | 8840 |
Largest Losing Trade | -74979 | -54710 | -74979 | -104370 | -104370 | -48534 |
Avg Bars in Trades | 74 | 93 | 55 | 74 | 93 | 55 |
Avg Bars in Winners | 79 | 86 | 74 | 79 | 86 | 74 |
Avg Bars in Losers | 70 | 97 | 35 | 70 | 97 | 35 |
Bars Traded | 9186 | 5785 | 3401 | 9186 | 5785 | 3401 |
Profit Streak | 0 | 0 | 219.6574 | 0 | 0 | 219.6574 |
Trades During Streak | 0 | 0 | 7 | 0 | 0 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 558768 | -139494 | -740684 | -582190 | -384482 | -740684 |
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{ "first_band": { "type": "ema", "factors": { "length": 236, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 191, "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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