Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 515864.2014 | 370330.3178 | 145533.8837 | 2390999.4044 | 976651.5177 | 1414347.8867 |
Total P&L (%) | 515.8642 | 370.3303 | 145.5339 | 2390.9994 | 976.6515 | 1414.3479 |
Avg Daily Profit (%) | 0.422 | 0.3029 | 0.119 | 0.2634 | 0.1946 | 0.2225 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -48973 | -61854 | -55948 | -1504804 | -1584670 | -939866 |
Profit Factor | 1.6422 | 1.8864 | 1.3776 | 1.187 | 1.1446 | 1.2345 |
Total Trades | 404 | 202 | 202 | 404 | 202 | 202 |
Winning Trades | 128 | 63 | 65 | 128 | 63 | 65 |
Losing Trades | 276 | 139 | 137 | 276 | 139 | 137 |
Profitability (%) | 31.6832 | 31.1881 | 32.1782 | 31.6832 | 31.1881 | 32.1782 |
Ratio Avg Win / Avg Loss | 3.541 | 4.1621 | 2.9035 | 2.5595 | 2.5255 | 2.6019 |
Largest Winning Trade | 114130 | 114130 | 34505 | 878317 | 878317 | 787657 |
Largest Losing Trade | -11778 | -11005 | -11778 | -333820 | -296104 | -333820 |
Avg Bars in Trades | 17 | 15 | 19 | 17 | 15 | 19 |
Avg Bars in Winners | 42 | 36 | 48 | 42 | 36 | 48 |
Avg Bars in Losers | 6 | 6 | 6 | 6 | 6 | 6 |
Bars Traded | 7171 | 3200 | 3971 | 7171 | 3200 | 3971 |
Profit Streak | 14.1549 | 0 | 18.1549 | 14.1549 | 0 | 18.1549 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 320615 | 199651 | -37996 | -9236 | -58854 | 123771 |
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{ "first_band": { "type": "ema", "factors": { "length": 49, "offset": 0 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } } }
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# | 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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