Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 754282.94 | 712588.064 | 41694.876 | -71866.3015 | -673900.656 | 602034.3545 |
Total P&L (%) | 754.2829 | 712.5881 | 41.6949 | -71.8663 | -673.9007 | 602.0344 |
Avg Daily Profit (%) | 0.5077 | 0.4796 | 0.0281 | -0.0853 | 0 | 0.1313 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -235308 | -177829 | -174959 | -1444607 | -1469935 | -410657 |
Profit Factor | 1.8491 | 2.4581 | 1.1043 | 0.9767 | 0.707 | 1.7694 |
Total Trades | 122 | 61 | 61 | 122 | 61 | 61 |
Winning Trades | 63 | 27 | 36 | 63 | 27 | 36 |
Losing Trades | 59 | 34 | 25 | 59 | 34 | 25 |
Profitability (%) | 51.6393 | 44.2623 | 59.0164 | 51.6393 | 44.2623 | 59.0164 |
Ratio Avg Win / Avg Loss | 1.7317 | 3.0954 | 0.7669 | 0.9147 | 0.8903 | 1.2288 |
Largest Winning Trade | 761837 | 761837 | 41555 | 761837 | 761837 | 303345 |
Largest Losing Trade | -65743 | -65743 | -59595 | -958056 | -958056 | -250843 |
Avg Bars in Trades | 70 | 101 | 40 | 70 | 101 | 40 |
Avg Bars in Winners | 62 | 83 | 46 | 62 | 83 | 46 |
Avg Bars in Losers | 80 | 116 | 30 | 80 | 116 | 30 |
Bars Traded | 8660 | 6219 | 2441 | 8660 | 6219 | 2441 |
Profit Streak | 12.176 | 0 | 88.8427 | 12.176 | 0 | 88.8427 |
Trades During Streak | 1 | 0 | 5 | 1 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 552009 | -148799 | -423936 | -579621 | -744689 | -174195 |
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{ "first_band": { "type": "ema", "factors": { "length": 83, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 171, "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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