Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2825091.3466 | 2807298.4966 | 17792.85 | 25100109.012 | 47655655.611 | -22555546.599 |
Total P&L (%) | 2825.0913 | 2807.2985 | 17.7929 | 25100.109 | 47655.6556 | -22555.5466 |
Avg Daily Profit (%) | 1.3826 | 1.3739 | 0.0087 | 0.271 | 0.3024 | 0 |
Buy And Hold Return (%) | 2746.5608 | 2746.5608 | 2746.5608 | 2746.5608 | 2746.5608 | 2746.5608 |
Max Trade Drawdown | -103647 | -59944 | -78771 | -56523425 | -24168579 | -37441376 |
Profit Factor | 6.4229 | 14.3337 | 1.0573 | 1.1842 | 1.8374 | 0.7159 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 25 | 12 | 13 | 25 | 12 | 13 |
Losing Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Profitability (%) | 42.3729 | 40 | 44.8276 | 42.3729 | 40 | 44.8276 |
Ratio Avg Win / Avg Loss | 8.7351 | 21.5006 | 1.3013 | 1.6105 | 2.7562 | 0.8811 |
Largest Winning Trade | 1541584 | 1541584 | 85577 | 27543421 | 27543421 | 18035768 |
Largest Losing Trade | -43905 | -27166 | -43905 | -17757028 | -17757028 | -16105339 |
Avg Bars in Trades | 95 | 89 | 102 | 95 | 89 | 102 |
Avg Bars in Winners | 175 | 166 | 183 | 175 | 166 | 183 |
Avg Bars in Losers | 36 | 37 | 36 | 36 | 37 | 36 |
Bars Traded | 5645 | 2671 | 2974 | 5645 | 2671 | 2974 |
Profit Streak | 326.3956 | 331.7289 | 0 | 326.3956 | 331.7289 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -316561 | -140054 | -506516 | -190076 | 325789 | -582844 |
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{ "first_band": { "type": "ema", "factors": { "length": 147, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 26, "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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