Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1186737.4179 | 1194640.927 | -7903.5091 | 246634.9329 | 1189055.3711 | -942420.4383 |
Total P&L (%) | 1186.7374 | 1194.6409 | -7.9035 | 246.6349 | 1189.0554 | -942.4204 |
Avg Daily Profit (%) | 0.6427 | 0.647 | -0.0043 | 0.0673 | 0.1385 | 0 |
Buy And Hold Return (%) | 114.8746 | 114.8746 | 114.8746 | 114.8746 | 114.8746 | 114.8746 |
Max Trade Drawdown | -252365 | -130372 | -127448 | -1375252 | -561657 | -1010947 |
Profit Factor | 2.8794 | 4.9797 | 0.9761 | 1.0975 | 2.1516 | 0.3708 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Losing Trades | 47 | 25 | 22 | 47 | 25 | 22 |
Profitability (%) | 45.977 | 43.1818 | 48.8372 | 45.977 | 43.1818 | 48.8372 |
Ratio Avg Win / Avg Loss | 3.3832 | 6.5522 | 1.0226 | 1.2895 | 2.831 | 0.3884 |
Largest Winning Trade | 940574 | 940574 | 64758 | 1297715 | 1297715 | 160943 |
Largest Losing Trade | -47738 | -34246 | -47738 | -362934 | -329095 | -362934 |
Avg Bars in Trades | 81 | 90 | 72 | 81 | 90 | 72 |
Avg Bars in Winners | 109 | 116 | 102 | 109 | 116 | 102 |
Avg Bars in Losers | 57 | 69 | 43 | 57 | 69 | 43 |
Bars Traded | 7075 | 3970 | 3105 | 7075 | 3970 | 3105 |
Profit Streak | 41.7985 | 41.7985 | 72.2985 | 41.7985 | 41.7985 | 72.2985 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 611057 | 633434 | -578545 | -222573 | -5610 | -580212 |
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{ "first_band": { "type": "ema", "factors": { "length": 163, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 102, "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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