Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 458247.742 | 464844.0084 | -6596.2664 | -80058.3674 | 18304.3745 | -98362.7419 |
Total P&L (%) | 458.2477 | 464.844 | -6.5963 | -80.0584 | 18.3044 | -98.3627 |
Avg Daily Profit (%) | 0.2493 | 0.2529 | -0.0036 | -0.0877 | 0.0091 | -0.2235 |
Buy And Hold Return (%) | 147.3333 | 147.3333 | 147.3333 | 147.3333 | 147.3333 | 147.3333 |
Max Trade Drawdown | -139262 | -86409 | -170755 | -130888 | -25206 | -111209 |
Profit Factor | 1.6912 | 2.619 | 0.9825 | 0.5715 | 1.3596 | 0.2764 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 52 | 24 | 28 | 52 | 24 | 28 |
Losing Trades | 45 | 25 | 20 | 45 | 25 | 20 |
Profitability (%) | 53.6082 | 48.9796 | 58.3333 | 53.6082 | 48.9796 | 58.3333 |
Ratio Avg Win / Avg Loss | 1.4635 | 2.7281 | 0.7018 | 0.4946 | 1.4162 | 0.1975 |
Largest Winning Trade | 259935 | 259935 | 47086 | 17466 | 17466 | 6491 |
Largest Losing Trade | -98180 | -37028 | -98180 | -105504 | -25206 | -105504 |
Avg Bars in Trades | 36 | 32 | 39 | 36 | 32 | 39 |
Avg Bars in Winners | 44 | 40 | 48 | 44 | 40 | 48 |
Avg Bars in Losers | 25 | 25 | 26 | 25 | 25 | 26 |
Bars Traded | 3497 | 1598 | 1899 | 3497 | 1598 | 1899 |
Profit Streak | 81.5964 | 98.5964 | 0 | 81.5964 | 98.5964 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 302643 | 372747 | -579609 | -579493 | -345681 | -579609 |
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{ "first_band": { "type": "midprice", "factors": { "length": 73, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 31, "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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