Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1213027.8538 | 1216706.3162 | -3678.4624 | -288535.6741 | 83228.5591 | -371764.2332 |
Total P&L (%) | 1213.0279 | 1216.7063 | -3.6785 | -288.5357 | 83.2286 | -371.7642 |
Avg Daily Profit (%) | 0.5159 | 0.5174 | -0.0016 | 0 | 0.0258 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -266987 | -102377 | -232762 | -589778 | -248416 | -570319 |
Profit Factor | 2.7815 | 5.2264 | 0.9906 | 0.7977 | 1.1679 | 0.6006 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 33 | 14 | 19 | 32 | 18 | 14 |
Losing Trades | 37 | 21 | 16 | 38 | 17 | 21 |
Profitability (%) | 47.1429 | 40 | 54.2857 | 45.7143 | 51.4286 | 40 |
Ratio Avg Win / Avg Loss | 3.1187 | 7.8397 | 0.8342 | 0.9473 | 1.103 | 0.9009 |
Largest Winning Trade | 1287464 | 1287464 | 51847 | 154967 | 81112 | 154967 |
Largest Losing Trade | -140889 | -43761 | -140889 | -135154 | -123845 | -135154 |
Avg Bars in Trades | 129 | 118 | 140 | 129 | 118 | 140 |
Avg Bars in Winners | 180 | 160 | 196 | 81 | 83 | 80 |
Avg Bars in Losers | 83 | 90 | 73 | 169 | 156 | 180 |
Bars Traded | 9060 | 4152 | 4908 | 9060 | 4152 | 4908 |
Profit Streak | 0 | 0 | 69.435 | 26.435 | 100.935 | 0 |
Trades During Streak | 0 | 0 | 1 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -83842 | 533273 | -579673 | -680680 | -192821 | -584676 |
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{ "first_band": { "type": "ema", "factors": { "length": 204, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 98, "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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