Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 504641.076 | 430406.6345 | 74234.4415 | 363506.5888 | 257375.9646 | 106130.6242 |
Total P&L (%) | 504.6411 | 430.4066 | 74.2344 | 363.5066 | 257.376 | 106.1306 |
Avg Daily Profit (%) | 0.4644 | 0.3961 | 0.0683 | 0.1412 | 0.1173 | 0.0666 |
Buy And Hold Return (%) | 11.7077 | 11.7077 | 11.7077 | 11.7077 | 11.7077 | 11.7077 |
Max Trade Drawdown | -110556 | -91291 | -41519 | -1852344 | -1444197 | -550487 |
Profit Factor | 2.331 | 2.802 | 1.5291 | 1.0803 | 1.0874 | 1.0672 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 40 | 16 | 24 | 40 | 16 | 24 |
Losing Trades | 47 | 27 | 20 | 47 | 27 | 20 |
Profitability (%) | 45.977 | 37.2093 | 54.5455 | 45.977 | 37.2093 | 54.5455 |
Ratio Avg Win / Avg Loss | 2.7389 | 4.7283 | 1.2743 | 1.2694 | 1.8349 | 0.8894 |
Largest Winning Trade | 424889 | 424889 | 27896 | 959754 | 959754 | 228131 |
Largest Losing Trade | -45481 | -45481 | -22805 | -988893 | -988893 | -259771 |
Avg Bars in Trades | 70 | 84 | 57 | 70 | 84 | 57 |
Avg Bars in Winners | 80 | 95 | 70 | 80 | 95 | 70 |
Avg Bars in Losers | 62 | 77 | 41 | 62 | 77 | 41 |
Bars Traded | 6151 | 3637 | 2514 | 6151 | 3637 | 2514 |
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 | 482554 | 349975 | -100028 | -137979 | -164679 | -251616 |
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{ "first_band": { "type": "ema", "factors": { "length": 208, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 203, "offset": 0 } } }
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# | 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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