Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1596981.7568 | 1422225.6009 | 174756.1558 | 32840545.813 | 24429044.1787 | 8411501.6343 |
Total P&L (%) | 1596.9818 | 1422.2256 | 174.7562 | 32840.5458 | 24429.0442 | 8411.5016 |
Avg Daily Profit (%) | 0.6371 | 0.5674 | 0.0697 | 0.2315 | 0.2198 | 0.1774 |
Buy And Hold Return (%) | 344.4229 | 344.4229 | 344.4229 | 344.4229 | 344.4229 | 344.4229 |
Max Trade Drawdown | -87246 | -49025 | -66520 | -38753237 | -26888183 | -25864815 |
Profit Factor | 5.0073 | 8.8728 | 1.8021 | 1.2577 | 1.3712 | 1.1365 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 27 | 13 | 14 | 27 | 13 | 14 |
Losing Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Profitability (%) | 42.1875 | 40.625 | 43.75 | 42.1875 | 40.625 | 43.75 |
Ratio Avg Win / Avg Loss | 6.8618 | 12.9679 | 2.317 | 1.7235 | 2.004 | 1.4612 |
Largest Winning Trade | 896666 | 896666 | 58910 | 28042026 | 28042026 | 21958639 |
Largest Losing Trade | -29210 | -21612 | -29210 | -12230575 | -9554276 | -12230575 |
Avg Bars in Trades | 115 | 103 | 127 | 115 | 103 | 127 |
Avg Bars in Winners | 204 | 183 | 223 | 204 | 183 | 223 |
Avg Bars in Losers | 50 | 47 | 52 | 50 | 47 | 52 |
Bars Traded | 7377 | 3297 | 4080 | 7377 | 3297 | 4080 |
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 | -128898 | 501138 | -264674 | -137572 | 221696 | -65023 |
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{ "first_band": { "type": "ema", "factors": { "length": 90, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 66, "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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