Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 446239.179 | 419785.867 | 26453.3121 | 139919.3449 | 187166.0428 | -47246.6979 |
Total P&L (%) | 446.2392 | 419.7859 | 26.4533 | 139.9193 | 187.166 | -47.2467 |
Avg Daily Profit (%) | 0.2395 | 0.2253 | 0.0142 | 0.047 | 0.0566 | -0.0343 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -114415 | -66184 | -83262 | -338810 | -216896 | -200405 |
Profit Factor | 1.8854 | 2.752 | 1.1001 | 1.0938 | 1.274 | 0.9416 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Losing Trades | 43 | 22 | 21 | 43 | 22 | 21 |
Profitability (%) | 47.561 | 46.3415 | 48.7805 | 47.561 | 46.3415 | 48.7805 |
Ratio Avg Win / Avg Loss | 2.0788 | 3.1865 | 1.1551 | 1.206 | 1.4751 | 0.9887 |
Largest Winning Trade | 369120 | 369120 | 61927 | 313172 | 313172 | 144443 |
Largest Losing Trade | -38705 | -38705 | -37092 | -180930 | -93636 | -180930 |
Avg Bars in Trades | 43 | 30 | 56 | 43 | 30 | 56 |
Avg Bars in Winners | 67 | 48 | 85 | 67 | 48 | 85 |
Avg Bars in Losers | 21 | 14 | 28 | 21 | 14 | 28 |
Bars Traded | 3560 | 1245 | 2315 | 3560 | 1245 | 2315 |
Profit Streak | 0 | 56.1335 | 0 | 0 | 56.1335 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 65208 | 471697 | -288216 | -257262 | -117368 | -581216 |
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{ "first_band": { "type": "ema", "factors": { "length": 78, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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) |
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