Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1543309.4103 | 1447447.2342 | 95862.1761 | 4641118.9144 | 3864367.49 | 776751.4244 |
Total P&L (%) | 1543.3094 | 1447.4472 | 95.8622 | 4641.1189 | 3864.3675 | 776.7514 |
Avg Daily Profit (%) | 0.8461 | 0.7936 | 0.0526 | 0.2118 | 0.202 | 0.1191 |
Buy And Hold Return (%) | 849.8318 | 849.8318 | 849.8318 | 849.8318 | 849.8318 | 849.8318 |
Max Trade Drawdown | -126973 | -107979 | -70995 | -3765486 | -3715643 | -2262244 |
Profit Factor | 4.0971 | 6.2358 | 1.4321 | 1.2852 | 1.4083 | 1.1141 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Losing Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Profitability (%) | 54.6667 | 54.0541 | 55.2632 | 54.6667 | 54.0541 | 55.2632 |
Ratio Avg Win / Avg Loss | 3.3976 | 5.3004 | 1.1593 | 1.0658 | 1.197 | 0.9019 |
Largest Winning Trade | 1048374 | 1048374 | 56080 | 3190365 | 3190365 | 1721920 |
Largest Losing Trade | -51530 | -51530 | -47684 | -2369830 | -2369830 | -2262244 |
Avg Bars in Trades | 93 | 132 | 54 | 93 | 132 | 54 |
Avg Bars in Winners | 88 | 123 | 55 | 88 | 123 | 55 |
Avg Bars in Losers | 98 | 143 | 53 | 98 | 143 | 53 |
Bars Traded | 6988 | 4902 | 2086 | 6988 | 4902 | 2086 |
Profit Streak | 0 | 154.4331 | 0 | 0 | 154.4331 | 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 | -48171 | 499620 | -286923 | -53288 | 294148 | -295353 |
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{ "first_band": { "type": "ema", "factors": { "length": 197, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 220, "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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