Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1063257.6077 | 971756.9823 | 91500.6254 | 191136.8704 | 544608.7659 | -353471.8955 |
Total P&L (%) | 1063.2576 | 971.757 | 91.5006 | 191.1369 | 544.6088 | -353.4719 |
Avg Daily Profit (%) | 0.574 | 0.5246 | 0.0494 | 0.0577 | 0.1007 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -122492 | -99910 | -85459 | -1480791 | -881508 | -995081 |
Profit Factor | 3.0539 | 4.4242 | 1.3912 | 1.0414 | 1.2386 | 0.8485 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 27 | 12 | 15 | 27 | 12 | 15 |
Losing Trades | 30 | 17 | 13 | 30 | 17 | 13 |
Profitability (%) | 47.3684 | 41.3793 | 53.5714 | 47.3684 | 41.3793 | 53.5714 |
Ratio Avg Win / Avg Loss | 3.3932 | 6.2677 | 1.2057 | 1.1571 | 1.7546 | 0.7354 |
Largest Winning Trade | 1026070 | 1026070 | 53115 | 1026070 | 1026070 | 514857 |
Largest Losing Trade | -52891 | -43959 | -52891 | -589581 | -376187 | -589581 |
Avg Bars in Trades | 124 | 84 | 165 | 124 | 84 | 165 |
Avg Bars in Winners | 192 | 95 | 270 | 192 | 95 | 270 |
Avg Bars in Losers | 62 | 77 | 44 | 62 | 77 | 44 |
Bars Traded | 7083 | 2453 | 4630 | 7083 | 2453 | 4630 |
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 | -163454 | 531992 | -146890 | -471365 | -60768 | -601370 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 249, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 69, "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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