Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1916990.0827 | 2067192.2247 | -150202.142 | -78280.4633 | -254894.6886 | 176614.2252 |
Total P&L (%) | 1916.9901 | 2067.1922 | -150.2021 | -78.2805 | -254.8947 | 176.6142 |
Avg Daily Profit (%) | 0.8441 | 0.9103 | -0.0661 | -0.0672 | 0 | 0.0448 |
Buy And Hold Return (%) | 575.1717 | 575.1717 | 575.1717 | 575.1717 | 575.1717 | 575.1717 |
Max Trade Drawdown | -391358 | -210907 | -212141 | -3756183 | -3292460 | -1221384 |
Profit Factor | 3.7078 | 6.6609 | 0.5618 | 0.9855 | 0.9333 | 1.1116 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 35 | 20 | 15 | 35 | 20 | 15 |
Losing Trades | 38 | 16 | 22 | 38 | 16 | 22 |
Profitability (%) | 47.9452 | 55.5556 | 40.5405 | 47.9452 | 55.5556 | 40.5405 |
Ratio Avg Win / Avg Loss | 4.0256 | 5.3287 | 0.824 | 1.07 | 0.7467 | 1.6304 |
Largest Winning Trade | 2013511 | 2013511 | 25278 | 2921462 | 2921462 | 622731 |
Largest Losing Trade | -75564 | -61877 | -75564 | -1305986 | -1305986 | -930128 |
Avg Bars in Trades | 79 | 118 | 41 | 79 | 118 | 41 |
Avg Bars in Winners | 90 | 109 | 64 | 90 | 109 | 64 |
Avg Bars in Losers | 69 | 130 | 25 | 69 | 130 | 25 |
Bars Traded | 5798 | 4267 | 1531 | 5798 | 4267 | 1531 |
Profit Streak | 120.3723 | 185.0389 | 120.3723 | 120.3723 | 185.0389 | 120.3723 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -58881 | 738421 | -583886 | -655229 | -579473 | -398584 |
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{ "first_band": { "type": "ema", "factors": { "length": 176, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 197, "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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