Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1443975.7327 | 1382797.0023 | 61178.7304 | 2085956.5309 | 1494199.7784 | 591756.7526 |
Total P&L (%) | 1443.9757 | 1382.797 | 61.1787 | 2085.9565 | 1494.1998 | 591.7568 |
Avg Daily Profit (%) | 0.7897 | 0.7562 | 0.0335 | 0.1688 | 0.1515 | 0.1058 |
Buy And Hold Return (%) | 838.0868 | 838.0868 | 838.0868 | 838.0868 | 838.0868 | 838.0868 |
Max Trade Drawdown | -142578 | -125215 | -67100 | -3605465 | -3518112 | -1095305 |
Profit Factor | 3.7336 | 5.8542 | 1.2514 | 1.1878 | 1.2148 | 1.1426 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 38 | 20 | 18 | 38 | 20 | 18 |
Losing Trades | 28 | 13 | 15 | 28 | 13 | 15 |
Profitability (%) | 57.5758 | 60.6061 | 54.5455 | 57.5758 | 60.6061 | 54.5455 |
Ratio Avg Win / Avg Loss | 2.751 | 3.8052 | 1.0428 | 0.8752 | 0.7896 | 0.9522 |
Largest Winning Trade | 1017665 | 1017665 | 54010 | 1761422 | 1761422 | 765364 |
Largest Losing Trade | -57347 | -50835 | -57347 | -1652458 | -1652458 | -910726 |
Avg Bars in Trades | 106 | 144 | 67 | 106 | 144 | 67 |
Avg Bars in Winners | 114 | 148 | 76 | 114 | 148 | 76 |
Avg Bars in Losers | 95 | 139 | 56 | 95 | 139 | 56 |
Bars Traded | 7006 | 4780 | 2226 | 7006 | 4780 | 2226 |
Profit Streak | 0 | 183.3217 | 0 | 0 | 183.3217 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -116309 | 501370 | -313622 | -138958 | -880 | -281829 |
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{ "first_band": { "type": "ema", "factors": { "length": 205, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 211, "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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