Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1065737.2347 | 1071543.3903 | -5806.1556 | 556772.19 | 1322246.4248 | -765474.2348 |
Total P&L (%) | 1065.7372 | 1071.5434 | -5.8062 | 556.7722 | 1322.2464 | -765.4742 |
Avg Daily Profit (%) | 0.5882 | 0.5914 | -0.0032 | 0.1039 | 0.1466 | 0 |
Buy And Hold Return (%) | 502.3949 | 502.3949 | 502.3949 | 502.3949 | 502.3949 | 502.3949 |
Max Trade Drawdown | -133135 | -98177 | -100022 | -898553 | -617479 | -963925 |
Profit Factor | 2.8709 | 4.7953 | 0.9798 | 1.1431 | 1.6932 | 0.614 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Losing Trades | 53 | 27 | 26 | 53 | 27 | 26 |
Profitability (%) | 38.3721 | 37.2093 | 39.5349 | 38.3721 | 37.2093 | 39.5349 |
Ratio Avg Win / Avg Loss | 4.6109 | 8.0921 | 1.4985 | 1.8359 | 2.8573 | 0.939 |
Largest Winning Trade | 640211 | 640211 | 67196 | 970671 | 970671 | 235245 |
Largest Losing Trade | -62684 | -32459 | -62684 | -337722 | -258254 | -337722 |
Avg Bars in Trades | 121 | 111 | 132 | 121 | 111 | 132 |
Avg Bars in Winners | 226 | 186 | 264 | 226 | 186 | 264 |
Avg Bars in Losers | 56 | 66 | 46 | 56 | 66 | 46 |
Bars Traded | 10472 | 4773 | 5699 | 10472 | 4773 | 5699 |
Profit Streak | 0 | 94.4274 | 0 | 0 | 94.4274 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 232701 | 311775 | -583130 | -252203 | -1489 | -584796 |
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{ "first_band": { "type": "ema", "factors": { "length": 216, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 46, "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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