Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1512497.6889 | 1640901.5111 | -128403.8222 | -65150.1759 | 766370.6381 | -831520.814 |
Total P&L (%) | 1512.4977 | 1640.9015 | -128.4038 | -65.1502 | 766.3706 | -831.5208 |
Avg Daily Profit (%) | 0.8065 | 0.8749 | -0.0685 | -0.0562 | 0.1152 | 0 |
Buy And Hold Return (%) | 292.8004 | 292.8004 | 292.8004 | 292.8004 | 292.8004 | 292.8004 |
Max Trade Drawdown | -232199 | -153705 | -139346 | -1599206 | -1108817 | -884493 |
Profit Factor | 2.8003 | 4.5841 | 0.6641 | 0.9824 | 1.3652 | 0.4782 |
Total Trades | 106 | 53 | 53 | 106 | 53 | 53 |
Winning Trades | 44 | 22 | 22 | 44 | 22 | 22 |
Losing Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Profitability (%) | 41.5094 | 41.5094 | 41.5094 | 41.5094 | 41.5094 | 41.5094 |
Ratio Avg Win / Avg Loss | 3.9459 | 6.4594 | 0.9358 | 1.3842 | 1.9237 | 0.6739 |
Largest Winning Trade | 1525900 | 1525900 | 36542 | 1526900 | 1526900 | 242263 |
Largest Losing Trade | -57583 | -40644 | -57583 | -724969 | -489616 | -724969 |
Avg Bars in Trades | 67 | 90 | 43 | 67 | 90 | 43 |
Avg Bars in Winners | 79 | 102 | 56 | 79 | 102 | 56 |
Avg Bars in Losers | 58 | 82 | 34 | 58 | 82 | 34 |
Bars Traded | 7117 | 4816 | 2301 | 7117 | 4816 | 2301 |
Profit Streak | 0 | 65.6265 | 0 | 0 | 65.6265 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 513843 | -162595 | -764135 | -582131 | -223046 | -764135 |
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{ "first_band": { "type": "ema", "factors": { "length": 174, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 199, "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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