Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1586268.8675 | 1445368.1763 | 140900.6912 | 4113491.6575 | -592774.0637 | 4706265.7212 |
Total P&L (%) | 1586.2689 | 1445.3682 | 140.9007 | 4113.4917 | -592.7741 | 4706.2657 |
Avg Daily Profit (%) | 0.8585 | 0.7822 | 0.0763 | 0.2027 | 0 | 0.2098 |
Buy And Hold Return (%) | 36.7188 | 36.7188 | 36.7188 | 36.7188 | 36.7188 | 36.7188 |
Max Trade Drawdown | -75519 | -80217 | -58797 | -6502065 | -6047051 | -3193390 |
Profit Factor | 4.0525 | 6.586 | 1.54 | 1.1933 | 0.9487 | 1.4843 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 33 | 14 | 19 | 33 | 14 | 19 |
Losing Trades | 64 | 35 | 29 | 64 | 35 | 29 |
Profitability (%) | 34.0206 | 28.5714 | 39.5833 | 34.0206 | 28.5714 | 39.5833 |
Ratio Avg Win / Avg Loss | 7.8594 | 16.465 | 2.3506 | 2.3143 | 2.3718 | 2.2655 |
Largest Winning Trade | 1249103 | 1249103 | 62467 | 3707870 | 3707870 | 2658849 |
Largest Losing Trade | -29557 | -17732 | -29557 | -2873472 | -1240667 | -2873472 |
Avg Bars in Trades | 73 | 63 | 84 | 73 | 63 | 84 |
Avg Bars in Winners | 157 | 151 | 161 | 157 | 151 | 161 |
Avg Bars in Losers | 30 | 28 | 34 | 30 | 28 | 34 |
Bars Traded | 7173 | 3112 | 4061 | 7173 | 3112 | 4061 |
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 | 516998 | 262324 | -94800 | -4683 | -592255 | 233297 |
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{ "first_band": { "type": "ema", "factors": { "length": 98, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 40, "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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