Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1395839.2909 | 1305021.19 | 90818.1009 | 7154957.6044 | 5221211.2481 | 1933746.3562 |
Total P&L (%) | 1395.8393 | 1305.0212 | 90.8181 | 7154.9576 | 5221.2112 | 1933.7464 |
Avg Daily Profit (%) | 0.7678 | 0.7178 | 0.05 | 0.2359 | 0.2188 | 0.1658 |
Buy And Hold Return (%) | 585.6068 | 585.6068 | 585.6068 | 585.6068 | 585.6068 | 585.6068 |
Max Trade Drawdown | -135550 | -89262 | -78812 | -7676167 | -4395811 | -5328079 |
Profit Factor | 2.8823 | 4.4444 | 1.2504 | 1.2537 | 1.3558 | 1.1429 |
Total Trades | 255 | 127 | 128 | 255 | 127 | 128 |
Winning Trades | 81 | 39 | 42 | 81 | 39 | 42 |
Losing Trades | 174 | 88 | 86 | 174 | 88 | 86 |
Profitability (%) | 31.7647 | 30.7087 | 32.8125 | 31.7647 | 30.7087 | 32.8125 |
Ratio Avg Win / Avg Loss | 6.1915 | 10.0285 | 2.5603 | 2.693 | 3.0593 | 2.3402 |
Largest Winning Trade | 761946 | 761946 | 76086 | 5439727 | 5439727 | 4555397 |
Largest Losing Trade | -27734 | -27734 | -13874 | -1103113 | -1103113 | -1068190 |
Avg Bars in Trades | 20 | 18 | 23 | 20 | 18 | 23 |
Avg Bars in Winners | 49 | 43 | 55 | 49 | 43 | 55 |
Avg Bars in Losers | 7 | 7 | 7 | 7 | 7 | 7 |
Bars Traded | 5352 | 2358 | 2994 | 5352 | 2358 | 2994 |
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 | 308958 | 253587 | -297706 | 135974 | 82567 | -63967 |
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{ "first_band": { "type": "ema", "factors": { "length": 67, "offset": 0 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 67, "offset": 0 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "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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