Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1270221.9575 | 1291053.6907 | -20831.7331 | 273205.3191 | 70868.9529 | 202336.3662 |
Total P&L (%) | 1270.222 | 1291.0537 | -20.8317 | 273.2053 | 70.869 | 202.3364 |
Avg Daily Profit (%) | 0.677 | 0.6881 | -0.0111 | 0.0702 | 0.0286 | 0.059 |
Buy And Hold Return (%) | 477.44 | 477.44 | 477.44 | 477.44 | 477.44 | 477.44 |
Max Trade Drawdown | -151699 | -174597 | -133684 | -1423448 | -1562475 | -404358 |
Profit Factor | 2.0411 | 2.8954 | 0.9613 | 1.0473 | 1.0196 | 1.094 |
Total Trades | 267 | 133 | 134 | 267 | 133 | 134 |
Winning Trades | 118 | 51 | 67 | 118 | 51 | 67 |
Losing Trades | 149 | 82 | 67 | 149 | 82 | 67 |
Profitability (%) | 44.1948 | 38.3459 | 50 | 44.1948 | 38.3459 | 50 |
Ratio Avg Win / Avg Loss | 2.5773 | 4.6553 | 0.9613 | 1.3224 | 1.6393 | 1.094 |
Largest Winning Trade | 948209 | 948209 | 25805 | 670681 | 670681 | 213631 |
Largest Losing Trade | -48938 | -37300 | -48938 | -515915 | -515915 | -294618 |
Avg Bars in Trades | 82 | 99 | 64 | 82 | 99 | 64 |
Avg Bars in Winners | 99 | 141 | 68 | 99 | 141 | 68 |
Avg Bars in Losers | 67 | 73 | 61 | 67 | 73 | 61 |
Bars Traded | 21919 | 13211 | 8708 | 21919 | 13211 | 8708 |
Profit Streak | 12.0204 | 0 | 21.5204 | 12.0204 | 0 | 21.5204 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 444361 | 346669 | -580426 | -433696 | -523146 | -396679 |
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{ "first_band": { "type": "ema", "factors": { "length": 244, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 232, "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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