Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 271003.0447 | 188373.6145 | 82629.4302 | 766431.525 | 538479.0366 | 227952.4884 |
Total P&L (%) | 271.003 | 188.3736 | 82.6294 | 766.4315 | 538.479 | 227.9525 |
Avg Daily Profit (%) | 0.5203 | 0.3617 | 0.1587 | 0.4154 | 0.3566 | 0.2283 |
Buy And Hold Return (%) | 51.2062 | 51.2062 | 51.2062 | 51.2062 | 51.2062 | 51.2062 |
Max Trade Drawdown | -44064 | -42713 | -44437 | -257820 | -233539 | -270857 |
Profit Factor | 1.3105 | 1.4363 | 1.1874 | 1.1932 | 1.2662 | 1.1173 |
Total Trades | 767 | 383 | 384 | 767 | 383 | 384 |
Winning Trades | 394 | 202 | 192 | 394 | 202 | 192 |
Losing Trades | 373 | 181 | 192 | 373 | 181 | 192 |
Profitability (%) | 51.369 | 52.7415 | 50 | 51.369 | 52.7415 | 50 |
Ratio Avg Win / Avg Loss | 1.2407 | 1.2869 | 1.1874 | 1.1296 | 1.1346 | 1.1173 |
Largest Winning Trade | 30170 | 30170 | 16538 | 117128 | 78312 | 117128 |
Largest Losing Trade | -14787 | -14787 | -12183 | -96138 | -90683 | -96138 |
Avg Bars in Trades | 32 | 33 | 30 | 32 | 33 | 30 |
Avg Bars in Winners | 32 | 29 | 34 | 32 | 29 | 34 |
Avg Bars in Losers | 32 | 38 | 26 | 32 | 38 | 26 |
Bars Traded | 24813 | 12918 | 11895 | 24813 | 12918 | 11895 |
Profit Streak | 1.555 | 0 | 1.5759 | 1.555 | 0 | 1.5759 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 378604 | 311216 | -18141 | 110179 | 377518 | -87028 |
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{ "first_band": { "type": "midprice", "factors": { "length": 102, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 84, "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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