Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1590618.4322 | 1459643.9557 | 130974.4765 | 18996541.2056 | 19382216.4388 | -385675.2332 |
Total P&L (%) | 1590.6184 | 1459.644 | 130.9745 | 18996.5412 | 19382.2164 | -385.6752 |
Avg Daily Profit (%) | 0.8749 | 0.8029 | 0.072 | 0.2893 | 0.2904 | 0 |
Buy And Hold Return (%) | 600.5221 | 600.5221 | 600.5221 | 600.5221 | 600.5221 | 600.5221 |
Max Trade Drawdown | -75880 | -49179 | -52640 | -25832310 | -15681871 | -19422222 |
Profit Factor | 3.4416 | 6.0174 | 1.3633 | 1.1734 | 1.4089 | 0.9938 |
Total Trades | 150 | 75 | 75 | 150 | 75 | 75 |
Winning Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Losing Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Profitability (%) | 39.3333 | 40 | 38.6667 | 39.3333 | 40 | 38.6667 |
Ratio Avg Win / Avg Loss | 5.3082 | 9.0261 | 2.1624 | 1.8099 | 2.1133 | 1.5764 |
Largest Winning Trade | 822696 | 822696 | 75351 | 17712635 | 17712635 | 10278768 |
Largest Losing Trade | -24799 | -24799 | -20767 | -9330754 | -3937084 | -9330754 |
Avg Bars in Trades | 143 | 129 | 157 | 143 | 129 | 157 |
Avg Bars in Winners | 272 | 236 | 308 | 272 | 236 | 308 |
Avg Bars in Losers | 60 | 57 | 62 | 60 | 57 | 62 |
Bars Traded | 21518 | 9677 | 11841 | 21518 | 9677 | 11841 |
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 | 469002 | -43168 | -322310 | -23197 | -50176 | -639365 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 209, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 19, "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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