Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 319614.314 | 147591.886 | 172022.428 | 148992.8961 | 41894.4766 | 107098.4195 |
Total P&L (%) | 319.6143 | 147.5919 | 172.0224 | 148.9929 | 41.8945 | 107.0984 |
Avg Daily Profit (%) | 0.1991 | 0.0919 | 0.1072 | 0.0568 | 0.0218 | 0.0454 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -103108 | -110072 | -66436 | -440173 | -332052 | -203457 |
Profit Factor | 1.3938 | 1.3338 | 1.4657 | 1.0868 | 1.0457 | 1.134 |
Total Trades | 175 | 87 | 88 | 175 | 87 | 88 |
Winning Trades | 86 | 38 | 48 | 86 | 38 | 48 |
Losing Trades | 89 | 49 | 40 | 89 | 49 | 40 |
Profitability (%) | 49.1429 | 43.6782 | 54.5455 | 49.1429 | 43.6782 | 54.5455 |
Ratio Avg Win / Avg Loss | 1.4425 | 1.7199 | 1.2214 | 1.1247 | 1.3484 | 0.945 |
Largest Winning Trade | 160955 | 160955 | 35067 | 275480 | 275480 | 118182 |
Largest Losing Trade | -39586 | -32413 | -39586 | -140676 | -140676 | -76769 |
Avg Bars in Trades | 53 | 68 | 38 | 53 | 68 | 38 |
Avg Bars in Winners | 58 | 78 | 43 | 58 | 78 | 43 |
Avg Bars in Losers | 48 | 61 | 32 | 48 | 61 | 32 |
Bars Traded | 9398 | 6000 | 3398 | 9398 | 6000 | 3398 |
Profit Streak | 11.9191 | 0 | 75.9191 | 11.9191 | 0 | 75.9191 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 341240 | -71587 | -47584 | -240825 | -338824 | -205911 |
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{ "first_band": { "type": "ema", "factors": { "length": 149, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 156, "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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