Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1015984.2717 | 992438.7556 | 23545.5162 | 829903.901 | 2009946.9048 | -1180043.0038 |
Total P&L (%) | 1015.9843 | 992.4388 | 23.5455 | 829.9039 | 2009.9469 | -1180.043 |
Avg Daily Profit (%) | 0.4699 | 0.459 | 0.0109 | 0.1032 | 0.1411 | 0 |
Buy And Hold Return (%) | 511.7886 | 511.7886 | 511.7886 | 511.7886 | 511.7886 | 511.7886 |
Max Trade Drawdown | -196321 | -133606 | -101136 | -2601597 | -908628 | -2180128 |
Profit Factor | 2.6883 | 4.6868 | 1.0708 | 1.1485 | 1.9698 | 0.6645 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 39 | 21 | 18 | 39 | 21 | 18 |
Losing Trades | 46 | 22 | 24 | 46 | 22 | 24 |
Profitability (%) | 45.8824 | 48.8372 | 42.8571 | 45.8824 | 48.8372 | 42.8571 |
Ratio Avg Win / Avg Loss | 3.1708 | 4.91 | 1.4277 | 1.3546 | 2.0636 | 0.886 |
Largest Winning Trade | 690984 | 690984 | 66423 | 1466770 | 1466770 | 558866 |
Largest Losing Trade | -41542 | -34279 | -41542 | -860546 | -323033 | -860546 |
Avg Bars in Trades | 47 | 52 | 42 | 47 | 52 | 42 |
Avg Bars in Winners | 71 | 78 | 63 | 71 | 78 | 63 |
Avg Bars in Losers | 27 | 28 | 26 | 27 | 28 | 26 |
Bars Traded | 4062 | 2272 | 1791 | 4062 | 2272 | 1791 |
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 | 256006 | 364363 | -489454 | -122802 | -3151 | -583512 |
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{ "first_band": { "type": "ema", "factors": { "length": 86, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 32, "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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