Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 98216.3393 | 49131.0418 | 49085.2976 | 84146.931 | 53930.4432 | 30216.4878 |
Total P&L (%) | 98.2163 | 49.131 | 49.0853 | 84.1469 | 53.9304 | 30.2165 |
Avg Daily Profit (%) | 0.3771 | 0.1887 | 0.1885 | 0.2347 | 0.1658 | 0.1014 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -56266 | -50096 | -30065 | -121211 | -73861 | -62572 |
Profit Factor | 1.2215 | 1.224 | 1.2191 | 1.1429 | 1.1823 | 1.1031 |
Total Trades | 316 | 158 | 158 | 316 | 158 | 158 |
Winning Trades | 160 | 81 | 79 | 160 | 81 | 79 |
Losing Trades | 156 | 77 | 79 | 156 | 77 | 79 |
Profitability (%) | 50.6329 | 51.2658 | 50 | 50.6329 | 51.2658 | 50 |
Ratio Avg Win / Avg Loss | 1.191 | 1.1635 | 1.2191 | 1.1143 | 1.1239 | 1.1031 |
Largest Winning Trade | 42686 | 42686 | 16560 | 40259 | 40259 | 17488 |
Largest Losing Trade | -23506 | -11603 | -23506 | -34517 | -24520 | -34517 |
Avg Bars in Trades | 78 | 78 | 77 | 78 | 78 | 77 |
Avg Bars in Winners | 78 | 72 | 85 | 78 | 72 | 85 |
Avg Bars in Losers | 77 | 85 | 69 | 77 | 85 | 69 |
Bars Traded | 24679 | 12450 | 12229 | 24679 | 12450 | 12229 |
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 | 326825 | 171850 | 164684 | -55114 | -14691 | -168920 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 192, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 113, "offset": 0 } } }
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# | 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) |
---|