Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 513423.5425 | 531191.5487 | -17768.0062 | -89149.9571 | -245099.227 | 155949.2699 |
Total P&L (%) | 513.4235 | 531.1915 | -17.768 | -89.15 | -245.0992 | 155.9493 |
Avg Daily Profit (%) | 0.3477 | 0.3598 | -0.012 | -0.1503 | 0 | 0.0637 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -255284 | -190133 | -149449 | -563576 | -601653 | -90588 |
Profit Factor | 1.3978 | 1.6933 | 0.9661 | 0.9337 | 0.7575 | 1.4665 |
Total Trades | 232 | 116 | 116 | 232 | 116 | 116 |
Winning Trades | 101 | 44 | 57 | 101 | 44 | 57 |
Losing Trades | 131 | 72 | 59 | 131 | 72 | 59 |
Profitability (%) | 43.5345 | 37.931 | 49.1379 | 43.5345 | 37.931 | 49.1379 |
Ratio Avg Win / Avg Loss | 1.813 | 2.7708 | 1 | 1.2111 | 1.2396 | 1.5179 |
Largest Winning Trade | 605768 | 605768 | 32883 | 368780 | 368780 | 141287 |
Largest Losing Trade | -57939 | -57939 | -31455 | -266685 | -266685 | -58495 |
Avg Bars in Trades | 75 | 103 | 46 | 75 | 103 | 46 |
Avg Bars in Winners | 74 | 102 | 53 | 74 | 102 | 53 |
Avg Bars in Losers | 75 | 104 | 40 | 75 | 104 | 40 |
Bars Traded | 17477 | 12048 | 5429 | 17477 | 12048 | 5429 |
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 | 352547 | 276205 | -579692 | -580411 | -584050 | -106275 |
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{ "first_band": { "type": "ema", "factors": { "length": 156, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 205, "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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