Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1220242.4793 | 1308810.3864 | -88567.9072 | -9134.3287 | -178032.1304 | 168897.8017 |
Total P&L (%) | 1220.2425 | 1308.8104 | -88.5679 | -9.1343 | -178.0321 | 168.8978 |
Avg Daily Profit (%) | 0.6717 | 0.7204 | -0.0488 | -0.0053 | 0 | 0.0545 |
Buy And Hold Return (%) | 693.2466 | 693.2466 | 693.2466 | 693.2466 | 693.2466 | 693.2466 |
Max Trade Drawdown | -243951 | -186297 | -138239 | -2177814 | -2062390 | -624635 |
Profit Factor | 2.5242 | 4.1002 | 0.7659 | 0.9983 | 0.9495 | 1.0906 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 44 | 21 | 23 | 44 | 21 | 23 |
Losing Trades | 48 | 25 | 23 | 48 | 25 | 23 |
Profitability (%) | 47.8261 | 45.6522 | 50 | 47.8261 | 45.6522 | 50 |
Ratio Avg Win / Avg Loss | 2.7537 | 4.8812 | 0.7659 | 1.0891 | 1.1303 | 1.0906 |
Largest Winning Trade | 779277 | 779277 | 56080 | 1189166 | 1189166 | 450670 |
Largest Losing Trade | -71133 | -54348 | -71133 | -1224145 | -1224145 | -624635 |
Avg Bars in Trades | 57 | 72 | 41 | 57 | 72 | 41 |
Avg Bars in Winners | 61 | 92 | 32 | 61 | 92 | 32 |
Avg Bars in Losers | 53 | 56 | 50 | 53 | 56 | 50 |
Bars Traded | 5265 | 3348 | 1916 | 5265 | 3348 | 1916 |
Profit Streak | 0 | 49.6849 | 0 | 0 | 49.6849 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 280564 | 408900 | -580704 | -579711 | -579738 | -406722 |
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{ "first_band": { "type": "ema", "factors": { "length": 143, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 117, "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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