Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 222160.8303 | 147953.1548 | 74207.6756 | 51961.3662 | 90008.6365 | -38047.2703 |
Total P&L (%) | 222.1608 | 147.9532 | 74.2077 | 51.9614 | 90.0086 | -38.0473 |
Avg Daily Profit (%) | 0.1626 | 0.1083 | 0.0543 | 0.0306 | 0.047 | -0.035 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -152996 | -78229 | -137730 | -362395 | -205703 | -247576 |
Profit Factor | 1.322 | 1.3919 | 1.2376 | 1.0419 | 1.1336 | 0.9327 |
Total Trades | 112 | 56 | 56 | 112 | 56 | 56 |
Winning Trades | 56 | 25 | 31 | 56 | 25 | 31 |
Losing Trades | 56 | 31 | 25 | 56 | 31 | 25 |
Profitability (%) | 50 | 44.6429 | 55.3571 | 50 | 44.6429 | 55.3571 |
Ratio Avg Win / Avg Loss | 1.322 | 1.7259 | 0.9981 | 1.0419 | 1.4056 | 0.7522 |
Largest Winning Trade | 51297 | 51297 | 33956 | 112552 | 112552 | 46661 |
Largest Losing Trade | -33796 | -33758 | -33796 | -139157 | -139157 | -80895 |
Avg Bars in Trades | 46 | 61 | 30 | 46 | 61 | 30 |
Avg Bars in Winners | 48 | 59 | 40 | 48 | 59 | 40 |
Avg Bars in Losers | 43 | 63 | 18 | 43 | 63 | 18 |
Bars Traded | 5175 | 3458 | 1717 | 5175 | 3458 | 1717 |
Profit Streak | 81.0115 | 81.0115 | 81.5115 | 81.0115 | 81.0115 | 81.5115 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 316087 | -228242 | -301153 | -326296 | -385308 | -759580 |
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{ "first_band": { "type": "ema", "factors": { "length": 116, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 131, "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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