Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 212808.9359 | 322176.81 | -109367.8741 | 22689179.3078 | 9166464.5707 | 13522714.7371 |
Total P&L (%) | 212.8089 | 322.1768 | -109.3679 | 22689.1793 | 9166.4646 | 13522.7147 |
Avg Daily Profit (%) | 0.1022 | 0.1547 | -0.0525 | 0.261 | 0.2177 | 0.2362 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -567667 | -77586 | -550609 | -3603465 | -3365511 | -1893757 |
Profit Factor | 1.159 | 1.6198 | 0.8664 | 2.1154 | 1.7014 | 2.8593 |
Total Trades | 288 | 144 | 144 | 288 | 144 | 144 |
Winning Trades | 185 | 95 | 90 | 185 | 95 | 90 |
Losing Trades | 103 | 49 | 54 | 103 | 49 | 54 |
Profitability (%) | 64.2361 | 65.9722 | 62.5 | 64.2361 | 65.9722 | 62.5 |
Ratio Avg Win / Avg Loss | 0.6453 | 0.8355 | 0.5198 | 1.1777 | 0.8775 | 1.7156 |
Largest Winning Trade | 48334 | 48334 | 37758 | 3274993 | 2404555 | 3274993 |
Largest Losing Trade | -376526 | -48158 | -376526 | -1703934 | -1548777 | -1703934 |
Avg Bars in Trades | 84 | 83 | 85 | 84 | 83 | 85 |
Avg Bars in Winners | 63 | 54 | 73 | 69 | 58 | 80 |
Avg Bars in Losers | 122 | 140 | 105 | 112 | 132 | 93 |
Bars Traded | 24383 | 12090 | 12293 | 24383 | 12090 | 12293 |
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 | -100532 | 339122 | -579330 | 533604 | 379171 | 549120 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 151, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 238, "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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