Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1393095.5018 | 1341174.3877 | 51921.1142 | 3172714.1387 | 4372484.8523 | -1199770.7137 |
Total P&L (%) | 1393.0955 | 1341.1744 | 51.9211 | 3172.7141 | 4372.4849 | -1199.7707 |
Avg Daily Profit (%) | 0.769 | 0.7404 | 0.0287 | 0.1927 | 0.21 | 0 |
Buy And Hold Return (%) | 492.2121 | 492.2121 | 492.2121 | 492.2121 | 492.2121 | 492.2121 |
Max Trade Drawdown | -107131 | -71509 | -65002 | -7941717 | -5040771 | -4676222 |
Profit Factor | 3.1095 | 5.0229 | 1.1588 | 1.1166 | 1.3294 | 0.9139 |
Total Trades | 118 | 59 | 59 | 118 | 59 | 59 |
Winning Trades | 38 | 18 | 20 | 38 | 18 | 20 |
Losing Trades | 80 | 41 | 39 | 80 | 41 | 39 |
Profitability (%) | 32.2034 | 30.5085 | 33.8983 | 32.2034 | 30.5085 | 33.8983 |
Ratio Avg Win / Avg Loss | 6.5464 | 11.441 | 2.2596 | 2.3507 | 3.028 | 1.7821 |
Largest Winning Trade | 762915 | 762915 | 77044 | 7532059 | 7532059 | 3048592 |
Largest Losing Trade | -27891 | -27891 | -18360 | -1333357 | -1333357 | -1296339 |
Avg Bars in Trades | 60 | 53 | 67 | 60 | 53 | 67 |
Avg Bars in Winners | 123 | 115 | 130 | 123 | 115 | 130 |
Avg Bars in Losers | 30 | 26 | 35 | 30 | 26 | 35 |
Bars Traded | 7142 | 3153 | 3989 | 7142 | 3153 | 3989 |
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 | 323029 | -167425 | -548339 | -90158 | -175040 | -761220 |
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{ "first_band": { "type": "midprice", "factors": { "length": 95, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 12, "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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