Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 553649.5409 | 436332.2011 | 117317.3398 | 1393409.9852 | 376380.4602 | 1017029.5251 |
Total P&L (%) | 553.6495 | 436.3322 | 117.3173 | 1393.41 | 376.3805 | 1017.0295 |
Avg Daily Profit (%) | 0.3127 | 0.2465 | 0.0663 | 0.1528 | 0.0882 | 0.1364 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -80549 | -67675 | -51086 | -2138062 | -2076064 | -1157681 |
Profit Factor | 2.4296 | 3.6197 | 1.5315 | 1.2004 | 1.1152 | 1.2759 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 34 | 15 | 19 | 34 | 15 | 19 |
Losing Trades | 47 | 25 | 22 | 47 | 25 | 22 |
Profitability (%) | 41.9753 | 37.5 | 46.3415 | 41.9753 | 37.5 | 46.3415 |
Ratio Avg Win / Avg Loss | 3.3586 | 6.0329 | 1.7734 | 1.6594 | 1.8587 | 1.4774 |
Largest Winning Trade | 177398 | 177398 | 72480 | 1462049 | 1462049 | 1318340 |
Largest Losing Trade | -24819 | -24715 | -24819 | -747796 | -500311 | -747796 |
Avg Bars in Trades | 126 | 121 | 131 | 126 | 121 | 131 |
Avg Bars in Winners | 216 | 204 | 226 | 216 | 204 | 226 |
Avg Bars in Losers | 61 | 72 | 49 | 61 | 72 | 49 |
Bars Traded | 10275 | 4877 | 5398 | 10275 | 4877 | 5398 |
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 | -5767 | 358849 | -103224 | -11177 | -172678 | -11959 |
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{ "first_band": { "type": "ema", "factors": { "length": 177, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 69, "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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