Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 570782.2333 | 492378.925 | 78403.3082 | 130376.9745 | 513093.7594 | -382716.7849 |
Total P&L (%) | 570.7822 | 492.3789 | 78.4033 | 130.377 | 513.0938 | -382.7168 |
Avg Daily Profit (%) | 0.303 | 0.2613 | 0.0416 | 0.0443 | 0.0963 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -104584 | -65045 | -127072 | -903247 | -435089 | -782601 |
Profit Factor | 1.6429 | 2.0274 | 1.1919 | 1.0408 | 1.331 | 0.7673 |
Total Trades | 154 | 77 | 77 | 154 | 77 | 77 |
Winning Trades | 60 | 29 | 31 | 60 | 29 | 31 |
Losing Trades | 94 | 48 | 46 | 94 | 48 | 46 |
Profitability (%) | 38.961 | 37.6623 | 40.2597 | 38.961 | 37.6623 | 40.2597 |
Ratio Avg Win / Avg Loss | 2.5738 | 3.3556 | 1.7686 | 1.6306 | 2.2031 | 1.1386 |
Largest Winning Trade | 349594 | 349594 | 79554 | 703822 | 703822 | 222546 |
Largest Losing Trade | -40861 | -40861 | -34787 | -274714 | -210289 | -274714 |
Avg Bars in Trades | 145 | 128 | 161 | 145 | 128 | 161 |
Avg Bars in Winners | 262 | 240 | 284 | 262 | 240 | 284 |
Avg Bars in Losers | 69 | 61 | 78 | 69 | 61 | 78 |
Bars Traded | 22331 | 9924 | 12407 | 22331 | 9924 | 12407 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 307540 | -34757 | -191405 | -311744 | -109371 | -624857 |
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{ "first_band": { "type": "ema", "factors": { "length": 229, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 55, "offset": 0 } } }
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# | 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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