Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 481093.9188 | 388916.6328 | 92177.286 | 510213.4239 | 464061.5643 | 46151.8596 |
Total P&L (%) | 481.0939 | 388.9166 | 92.1773 | 510.2134 | 464.0616 | 46.1519 |
Avg Daily Profit (%) | 0.2557 | 0.2067 | 0.049 | 0.0962 | 0.092 | 0.0202 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -201328 | -79014 | -152366 | -708697 | -434151 | -330973 |
Profit Factor | 1.7756 | 2.2106 | 1.3083 | 1.2582 | 1.4008 | 1.0564 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 44 | 19 | 25 | 44 | 19 | 25 |
Losing Trades | 33 | 19 | 14 | 33 | 19 | 14 |
Profitability (%) | 57.1429 | 50 | 64.1026 | 57.1429 | 50 | 64.1026 |
Ratio Avg Win / Avg Loss | 1.3317 | 2.2106 | 0.7326 | 0.9437 | 1.4008 | 0.5916 |
Largest Winning Trade | 124498 | 124498 | 43551 | 302954 | 302954 | 116221 |
Largest Losing Trade | -41741 | -41741 | -40963 | -312862 | -312862 | -86879 |
Avg Bars in Trades | 67 | 85 | 50 | 67 | 85 | 50 |
Avg Bars in Winners | 70 | 86 | 58 | 70 | 86 | 58 |
Avg Bars in Losers | 64 | 84 | 37 | 64 | 84 | 37 |
Bars Traded | 5232 | 3248 | 1983 | 5232 | 3248 | 1983 |
Profit Streak | 126.0065 | 195.3398 | 126.0065 | 126.0065 | 195.3398 | 126.0065 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -33761 | 449600 | -126595 | -110099 | -68838 | -325303 |
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{ "first_band": { "type": "ema", "factors": { "length": 76, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 143, "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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