Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 11528835.8474 | 11450185.1274 | 78650.72 | 53982463.3952 | 48882681.6521 | 5099781.7431 |
Total P&L (%) | 11528.8358 | 11450.1851 | 78.6507 | 53982.4634 | 48882.6817 | 5099.7817 |
Avg Daily Profit (%) | 5.0861 | 5.0514 | 0.0347 | 0.278 | 0.2736 | 0.1745 |
Buy And Hold Return (%) | 9937.113 | 9937.113 | 9937.113 | 9937.113 | 9937.113 | 9937.113 |
Max Trade Drawdown | -55644 | -65958 | -41221 | -13423058 | -8094544 | -14287356 |
Profit Factor | 35.4847 | 72.6761 | 1.4505 | 1.8876 | 3.0987 | 1.1359 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Losing Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Profitability (%) | 43.2432 | 43.2432 | 43.2432 | 43.2432 | 43.2432 | 43.2432 |
Ratio Avg Win / Avg Loss | 46.5737 | 95.3874 | 1.9038 | 2.4774 | 4.0671 | 1.4909 |
Largest Winning Trade | 11207355 | 11207355 | 45506 | 31671701 | 31671701 | 20229737 |
Largest Losing Trade | -24031 | -20908 | -24031 | -12013027 | -5538586 | -12013027 |
Avg Bars in Trades | 117 | 116 | 119 | 117 | 116 | 119 |
Avg Bars in Winners | 194 | 183 | 206 | 194 | 183 | 206 |
Avg Bars in Losers | 58 | 65 | 52 | 58 | 65 | 52 |
Bars Traded | 8701 | 4298 | 4403 | 8701 | 4298 | 4403 |
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 | -162877 | -96556 | -312827 | -60162 | 380171 | -231627 |
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{ "first_band": { "type": "ema", "factors": { "length": 145, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 41, "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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