Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 418364.9377 | 542840.7903 | -124475.8526 | -86446.8032 | 261016.416 | -347463.2192 |
Total P&L (%) | 418.3649 | 542.8408 | -124.4759 | -86.4468 | 261.0164 | -347.4632 |
Avg Daily Profit (%) | 0.2259 | 0.2932 | -0.0672 | -0.1079 | 0.0694 | 0 |
Buy And Hold Return (%) | 59.1959 | 59.1959 | 59.1959 | 59.1959 | 59.1959 | 59.1959 |
Max Trade Drawdown | -286588 | -172560 | -152181 | -828268 | -416899 | -459965 |
Profit Factor | 1.6554 | 2.8063 | 0.6315 | 0.9189 | 1.5285 | 0.3924 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 42 | 20 | 22 | 42 | 20 | 22 |
Losing Trades | 45 | 24 | 21 | 45 | 24 | 21 |
Profitability (%) | 48.2759 | 45.4545 | 51.1628 | 48.2759 | 45.4545 | 51.1628 |
Ratio Avg Win / Avg Loss | 1.7737 | 3.3676 | 0.6028 | 0.9845 | 1.8342 | 0.3746 |
Largest Winning Trade | 669888 | 669888 | 30050 | 669888 | 669888 | 69737 |
Largest Losing Trade | -69399 | -34008 | -69399 | -444008 | -131609 | -444008 |
Avg Bars in Trades | 60 | 62 | 58 | 60 | 62 | 58 |
Avg Bars in Winners | 58 | 65 | 52 | 58 | 65 | 52 |
Avg Bars in Losers | 61 | 59 | 64 | 61 | 59 | 64 |
Bars Traded | 5253 | 2735 | 2518 | 5253 | 2735 | 2518 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 379436 | 449318 | -580576 | -581216 | -101310 | -580576 |
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{ "first_band": { "type": "ema", "factors": { "length": 186, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 114, "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) |
---|