Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1574101.4055 | 1568140.8322 | 5960.5733 | 360314.0002 | 710959.6119 | -350645.6117 |
Total P&L (%) | 1574.1014 | 1568.1408 | 5.9606 | 360.314 | 710.9596 | -350.6456 |
Avg Daily Profit (%) | 0.8687 | 0.8654 | 0.0033 | 0.0843 | 0.1156 | 0 |
Buy And Hold Return (%) | 562.5372 | 562.5372 | 562.5372 | 562.5372 | 562.5372 | 562.5372 |
Max Trade Drawdown | -134771 | -138318 | -99481 | -1692984 | -1413435 | -1683050 |
Profit Factor | 3.4899 | 5.4143 | 1.0215 | 1.0594 | 1.2132 | 0.8715 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 42 | 19 | 23 | 42 | 19 | 23 |
Losing Trades | 42 | 23 | 19 | 42 | 23 | 19 |
Profitability (%) | 50 | 45.2381 | 54.7619 | 50 | 45.2381 | 54.7619 |
Ratio Avg Win / Avg Loss | 3.4899 | 6.5541 | 0.8439 | 1.0594 | 1.4686 | 0.7199 |
Largest Winning Trade | 1150704 | 1150704 | 53455 | 1134618 | 1134618 | 659228 |
Largest Losing Trade | -84989 | -48731 | -84989 | -1555678 | -752489 | -1555678 |
Avg Bars in Trades | 61 | 80 | 41 | 61 | 80 | 41 |
Avg Bars in Winners | 63 | 85 | 45 | 63 | 85 | 45 |
Avg Bars in Losers | 58 | 76 | 36 | 58 | 76 | 36 |
Bars Traded | 5124 | 3381 | 1743 | 5124 | 3381 | 1743 |
Profit Streak | 40.7302 | 40.7302 | 41.3969 | 40.7302 | 40.7302 | 41.3969 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 657396 | 603427 | -551071 | -399692 | -123685 | -579130 |
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{ "first_band": { "type": "ema", "factors": { "length": 173, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 146, "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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