Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 611813.7792 | 449981.5832 | 161832.196 | 1691965.2549 | 734412.9584 | 957552.2966 |
Total P&L (%) | 611.8138 | 449.9816 | 161.8322 | 1691.9653 | 734.413 | 957.5523 |
Avg Daily Profit (%) | 0.3812 | 0.2804 | 0.1008 | 0.18 | 0.1323 | 0.1471 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -47986 | -84344 | -44156 | -1393955 | -2274889 | -809158 |
Profit Factor | 3.2228 | 3.5622 | 2.6244 | 1.3407 | 1.2344 | 1.5222 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 24 | 10 | 14 | 24 | 10 | 14 |
Losing Trades | 35 | 20 | 15 | 35 | 20 | 15 |
Profitability (%) | 40.678 | 33.3333 | 48.2759 | 40.678 | 33.3333 | 48.2759 |
Ratio Avg Win / Avg Loss | 4.6999 | 7.1245 | 2.8118 | 1.9552 | 2.4688 | 1.631 |
Largest Winning Trade | 279038 | 279038 | 60563 | 2150305 | 2150305 | 1152475 |
Largest Losing Trade | -20239 | -20239 | -15891 | -510444 | -510444 | -444312 |
Avg Bars in Trades | 102 | 85 | 120 | 102 | 85 | 120 |
Avg Bars in Winners | 175 | 150 | 193 | 175 | 150 | 193 |
Avg Bars in Losers | 52 | 52 | 52 | 52 | 52 | 52 |
Bars Traded | 6051 | 2559 | 3492 | 6051 | 2559 | 3492 |
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 | -167656 | 306703 | -54086 | -174092 | -21761 | 198545 |
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{ "first_band": { "type": "ema", "factors": { "length": 159, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 40, "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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