Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 585840.4129 | 647904.256 | -62063.8431 | -74897.7359 | 58707.4287 | -133605.1645 |
Total P&L (%) | 585.8404 | 647.9043 | -62.0638 | -74.8977 | 58.7074 | -133.6052 |
Avg Daily Profit (%) | 0.2483 | 0.2747 | -0.0263 | -0.0586 | 0.0196 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -222878 | -196117 | -177870 | -253755 | -203221 | -243495 |
Profit Factor | 1.8955 | 2.8307 | 0.7933 | 0.8994 | 1.1597 | 0.6453 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 23 | 11 | 12 | 23 | 11 | 12 |
Losing Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Profitability (%) | 36.5079 | 35.4839 | 37.5 | 36.5079 | 35.4839 | 37.5 |
Ratio Avg Win / Avg Loss | 3.2965 | 5.1468 | 1.3222 | 1.5641 | 2.1086 | 1.0756 |
Largest Winning Trade | 683674 | 683674 | 57649 | 175717 | 175717 | 97779 |
Largest Losing Trade | -53981 | -45005 | -53981 | -103345 | -91424 | -103345 |
Avg Bars in Trades | 103 | 143 | 63 | 103 | 143 | 63 |
Avg Bars in Winners | 127 | 172 | 86 | 127 | 172 | 86 |
Avg Bars in Losers | 88 | 128 | 49 | 88 | 128 | 49 |
Bars Traded | 6490 | 4455 | 2035 | 6490 | 4455 | 2035 |
Profit Streak | 97.4986 | 97.4986 | 118.832 | 97.4986 | 97.4986 | 118.832 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -143117 | 322337 | -583046 | -733167 | -216269 | -583046 |
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{ "first_band": { "type": "ema", "factors": { "length": 215, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 197, "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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