Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 338198.6888 | 454319.2248 | -116120.536 | -91901.8516 | 118822.251 | -210724.1026 |
Total P&L (%) | 338.1987 | 454.3192 | -116.1205 | -91.9019 | 118.8223 | -210.7241 |
Avg Daily Profit (%) | 0.18 | 0.2417 | -0.0618 | -0.1337 | 0.0417 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -232964 | -153975 | -232663 | -249958 | -64052 | -274344 |
Profit Factor | 1.2249 | 1.6746 | 0.8602 | 0.8333 | 1.6705 | 0.4365 |
Total Trades | 252 | 126 | 126 | 252 | 126 | 126 |
Winning Trades | 123 | 60 | 63 | 123 | 60 | 63 |
Losing Trades | 129 | 66 | 63 | 129 | 66 | 63 |
Profitability (%) | 48.8095 | 47.619 | 50 | 48.8095 | 47.619 | 50 |
Ratio Avg Win / Avg Loss | 1.2846 | 1.842 | 0.8602 | 0.8739 | 1.8376 | 0.4365 |
Largest Winning Trade | 270653 | 270653 | 42639 | 114669 | 114669 | 56248 |
Largest Losing Trade | -78930 | -35204 | -78930 | -190810 | -51139 | -190810 |
Avg Bars in Trades | 43 | 51 | 34 | 43 | 51 | 34 |
Avg Bars in Winners | 50 | 63 | 38 | 50 | 63 | 38 |
Avg Bars in Losers | 36 | 40 | 31 | 36 | 40 | 31 |
Bars Traded | 10908 | 6508 | 4400 | 10908 | 6508 | 4400 |
Profit Streak | 20.406 | 20.406 | 156.7394 | 20.406 | 20.406 | 156.7394 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 323659 | 380105 | -579645 | -578861 | -134664 | -579645 |
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{ "first_band": { "type": "ema", "factors": { "length": 125, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 137, "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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