Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 551444.1577 | 458980.9771 | 92463.1806 | 476207.0781 | 420776.3281 | 55430.75 |
Total P&L (%) | 551.4442 | 458.981 | 92.4632 | 476.2071 | 420.7763 | 55.4308 |
Avg Daily Profit (%) | 0.2929 | 0.2438 | 0.0491 | 0.0931 | 0.0877 | 0.0234 |
Buy And Hold Return (%) | 78.862 | 78.862 | 78.862 | 78.862 | 78.862 | 78.862 |
Max Trade Drawdown | -112205 | -140173 | -88690 | -471959 | -537568 | -426744 |
Profit Factor | 2.076 | 2.8469 | 1.3503 | 1.2742 | 1.4753 | 1.0651 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 33 | 15 | 18 | 33 | 15 | 18 |
Losing Trades | 26 | 14 | 12 | 26 | 14 | 12 |
Profitability (%) | 55.9322 | 51.7241 | 60 | 55.9322 | 51.7241 | 60 |
Ratio Avg Win / Avg Loss | 1.6356 | 2.6571 | 0.9002 | 1.0039 | 1.3769 | 0.7101 |
Largest Winning Trade | 271446 | 271446 | 47939 | 370544 | 370544 | 188202 |
Largest Losing Trade | -51611 | -48282 | -51611 | -280416 | -280416 | -169296 |
Avg Bars in Trades | 88 | 109 | 67 | 88 | 109 | 67 |
Avg Bars in Winners | 75 | 72 | 78 | 75 | 72 | 78 |
Avg Bars in Losers | 104 | 149 | 52 | 104 | 149 | 52 |
Bars Traded | 5210 | 3173 | 2037 | 5210 | 3173 | 2037 |
Profit Streak | 180.4498 | 180.4498 | 181.1164 | 180.4498 | 180.4498 | 181.1164 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -164600 | 482284 | -238499 | -246808 | -75090 | -475683 |
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{ "first_band": { "type": "ema", "factors": { "length": 73, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 198, "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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