Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 531308.8452 | 294952.7667 | 236356.0785 | 1157457.2953 | 17235.5662 | 1140221.7291 |
Total P&L (%) | 531.3088 | 294.9528 | 236.3561 | 1157.4573 | 17.2356 | 1140.2217 |
Avg Daily Profit (%) | 0.2943 | 0.1634 | 0.1309 | 0.1403 | 0.0088 | 0.1396 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -75499 | -69055 | -67963 | -1777959 | -1378918 | -1508434 |
Profit Factor | 2.0627 | 2.112 | 2.007 | 1.1525 | 1.0042 | 1.3256 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 46 | 21 | 25 | 46 | 21 | 25 |
Losing Trades | 41 | 23 | 18 | 41 | 23 | 18 |
Profitability (%) | 52.8736 | 47.7273 | 58.1395 | 52.8736 | 47.7273 | 58.1395 |
Ratio Avg Win / Avg Loss | 1.8385 | 2.3131 | 1.4451 | 1.0272 | 1.0999 | 0.9544 |
Largest Winning Trade | 135770 | 135770 | 56052 | 876381 | 869439 | 876381 |
Largest Losing Trade | -50365 | -28188 | -50365 | -999925 | -778033 | -999925 |
Avg Bars in Trades | 80 | 42 | 118 | 80 | 42 | 118 |
Avg Bars in Winners | 99 | 47 | 143 | 99 | 47 | 143 |
Avg Bars in Losers | 58 | 38 | 84 | 58 | 38 | 84 |
Bars Traded | 6988 | 1886 | 5102 | 6988 | 1886 | 5102 |
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 | 481318 | 377966 | -14428 | -57437 | -406506 | -6614 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 196, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 56, "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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