Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1939482.363 | 1862298.6492 | 77183.7138 | 2342981.245 | 2611571.1508 | -268589.9058 |
Total P&L (%) | 1939.4824 | 1862.2986 | 77.1837 | 2342.9812 | 2611.5712 | -268.5899 |
Avg Daily Profit (%) | 1.0341 | 0.993 | 0.0412 | 0.1705 | 0.1761 | 0 |
Buy And Hold Return (%) | 303.0966 | 303.0966 | 303.0966 | 303.0966 | 303.0966 | 303.0966 |
Max Trade Drawdown | -130735 | -78365 | -77353 | -8848265 | -6000483 | -4431235 |
Profit Factor | 4.0938 | 6.5248 | 1.2663 | 1.0764 | 1.1514 | 0.98 |
Total Trades | 115 | 57 | 58 | 115 | 57 | 58 |
Winning Trades | 52 | 21 | 31 | 52 | 21 | 31 |
Losing Trades | 63 | 36 | 27 | 63 | 36 | 27 |
Profitability (%) | 45.2174 | 36.8421 | 53.4483 | 45.2174 | 36.8421 | 53.4483 |
Ratio Avg Win / Avg Loss | 4.9598 | 11.1853 | 1.1029 | 1.3041 | 1.9739 | 0.8535 |
Largest Winning Trade | 1625261 | 1625261 | 41256 | 4128439 | 4128439 | 1413761 |
Largest Losing Trade | -33739 | -33739 | -32309 | -3021600 | -3021600 | -1948978 |
Avg Bars in Trades | 63 | 71 | 55 | 63 | 71 | 55 |
Avg Bars in Winners | 79 | 97 | 66 | 79 | 97 | 66 |
Avg Bars in Losers | 50 | 56 | 43 | 50 | 56 | 43 |
Bars Traded | 7316 | 4076 | 3240 | 7316 | 4076 | 3240 |
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 | 667595 | -164158 | -483442 | -130237 | -230472 | -760386 |
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{ "first_band": { "type": "ema", "factors": { "length": 135, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 116, "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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