Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 595763.7834 | 445325.2841 | 150438.4992 | 3523155.3371 | 1047403.3502 | 2475751.9868 |
Total P&L (%) | 595.7638 | 445.3253 | 150.4385 | 3523.1553 | 1047.4034 | 2475.752 |
Avg Daily Profit (%) | 0.2378 | 0.1778 | 0.0601 | 0.1434 | 0.0975 | 0.1298 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -72468 | -75830 | -55309 | -3595811 | -3476242 | -2748411 |
Profit Factor | 1.8605 | 2.2922 | 1.4327 | 1.1611 | 1.0889 | 1.2456 |
Total Trades | 211 | 106 | 105 | 211 | 106 | 105 |
Winning Trades | 81 | 45 | 36 | 81 | 45 | 36 |
Losing Trades | 130 | 61 | 69 | 130 | 61 | 69 |
Profitability (%) | 38.3886 | 42.4528 | 34.2857 | 38.3886 | 42.4528 | 34.2857 |
Ratio Avg Win / Avg Loss | 2.9861 | 3.1073 | 2.746 | 1.8635 | 1.476 | 2.3874 |
Largest Winning Trade | 118000 | 118000 | 64314 | 2102593 | 2058913 | 2102593 |
Largest Losing Trade | -23785 | -15222 | -23785 | -1275481 | -688940 | -1275481 |
Avg Bars in Trades | 70 | 65 | 74 | 70 | 65 | 74 |
Avg Bars in Winners | 133 | 113 | 160 | 133 | 113 | 160 |
Avg Bars in Losers | 30 | 30 | 30 | 30 | 30 | 30 |
Bars Traded | 14794 | 6945 | 7848 | 14794 | 6945 | 7848 |
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 | 305326 | 309185 | -117107 | -46748 | -188419 | -24868 |
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{ "first_band": { "type": "ema", "factors": { "length": 112, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 21, "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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