Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 259474.8327 | 250111.5688 | 9363.2639 | 39139.2584 | 65053.6979 | -25914.4395 |
Total P&L (%) | 259.4748 | 250.1116 | 9.3633 | 39.1393 | 65.0537 | -25.9144 |
Avg Daily Profit (%) | 0.1834 | 0.1768 | 0.0066 | 0.0234 | 0.0354 | -0.0212 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -105712 | -63264 | -67779 | -163345 | -89965 | -98240 |
Profit Factor | 1.6068 | 1.9331 | 1.0587 | 1.0779 | 1.2049 | 0.8596 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 25 | 13 | 12 | 25 | 13 | 12 |
Losing Trades | 34 | 16 | 18 | 34 | 16 | 18 |
Profitability (%) | 42.3729 | 44.8276 | 40 | 42.3729 | 44.8276 | 40 |
Ratio Avg Win / Avg Loss | 2.1852 | 2.3793 | 1.588 | 1.466 | 1.4829 | 1.2894 |
Largest Winning Trade | 165943 | 165943 | 29772 | 129597 | 129597 | 26341 |
Largest Losing Trade | -56682 | -56682 | -25334 | -89965 | -89965 | -48976 |
Avg Bars in Trades | 84 | 121 | 48 | 84 | 121 | 48 |
Avg Bars in Winners | 101 | 122 | 79 | 101 | 122 | 79 |
Avg Bars in Losers | 72 | 121 | 28 | 72 | 121 | 28 |
Bars Traded | 5001 | 3537 | 1464 | 5001 | 3537 | 1464 |
Profit Streak | 141.771 | 152.271 | 141.771 | 141.771 | 152.271 | 141.771 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -170562 | 359677 | -507617 | -479839 | -147494 | -582086 |
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{ "first_band": { "type": "ema", "factors": { "length": 197, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 225, "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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