Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 131354.3389 | 182910.1375 | -51555.7986 | -58690.6168 | 86925.9223 | -145616.5391 |
Total P&L (%) | 131.3543 | 182.9101 | -51.5558 | -58.6906 | 86.9259 | -145.6165 |
Avg Daily Profit (%) | 0.107 | 0.149 | -0.042 | -0.072 | 0.051 | 0 |
Buy And Hold Return (%) | 18.8598 | 18.8598 | 18.8598 | 18.8598 | 18.8598 | 18.8598 |
Max Trade Drawdown | -155721 | -123585 | -85694 | -214772 | -119125 | -138926 |
Profit Factor | 1.203 | 1.6712 | 0.8623 | 0.9253 | 1.2543 | 0.6718 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 50 | 26 | 24 | 50 | 26 | 24 |
Losing Trades | 43 | 20 | 23 | 43 | 20 | 23 |
Profitability (%) | 53.7634 | 56.5217 | 51.0638 | 53.7634 | 56.5217 | 51.0638 |
Ratio Avg Win / Avg Loss | 1.0346 | 1.2856 | 0.8264 | 0.7957 | 0.9649 | 0.6438 |
Largest Winning Trade | 84787 | 84787 | 43162 | 104992 | 104992 | 38674 |
Largest Losing Trade | -52557 | -49962 | -52557 | -118446 | -118446 | -68026 |
Avg Bars in Trades | 75 | 97 | 53 | 75 | 97 | 53 |
Avg Bars in Winners | 62 | 57 | 67 | 62 | 57 | 67 |
Avg Bars in Losers | 90 | 149 | 39 | 90 | 149 | 39 |
Bars Traded | 7007 | 4483 | 2524 | 7007 | 4483 | 2524 |
Profit Streak | 15.2602 | 0 | 84.4269 | 15.2602 | 0 | 84.4269 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -49358 | 317546 | -579149 | -579458 | -127473 | -579149 |
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{ "first_band": { "type": "ema", "factors": { "length": 115, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 199, "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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