Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 437234.4773 | 343356.1703 | 93878.3069 | 1011752.8176 | 588055.68 | 423697.1375 |
Total P&L (%) | 437.2345 | 343.3562 | 93.8783 | 1011.7528 | 588.0557 | 423.6971 |
Avg Daily Profit (%) | 0.3542 | 0.2782 | 0.0761 | 0.1953 | 0.1564 | 0.1342 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -104142 | -41317 | -92639 | -219973 | -198555 | -195463 |
Profit Factor | 1.7862 | 2.4089 | 1.3005 | 1.9344 | 2.1839 | 1.723 |
Total Trades | 137 | 68 | 69 | 137 | 68 | 69 |
Winning Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Losing Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Profitability (%) | 54.7445 | 54.4118 | 55.0725 | 54.7445 | 54.4118 | 55.0725 |
Ratio Avg Win / Avg Loss | 1.4766 | 2.0183 | 1.0609 | 1.5991 | 1.8297 | 1.4056 |
Largest Winning Trade | 143649 | 143649 | 24758 | 247482 | 247482 | 141723 |
Largest Losing Trade | -43405 | -32156 | -43405 | -139995 | -139995 | -111544 |
Avg Bars in Trades | 52 | 63 | 41 | 52 | 63 | 41 |
Avg Bars in Winners | 54 | 64 | 44 | 54 | 64 | 44 |
Avg Bars in Losers | 49 | 61 | 38 | 49 | 61 | 38 |
Bars Traded | 7185 | 4303 | 2882 | 7185 | 4303 | 2882 |
Profit Streak | 6.3445 | 0 | 69.8445 | 6.3445 | 0 | 69.8445 |
Trades During Streak | 1 | 0 | 5 | 1 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 463892 | -95729 | -190852 | 480294 | -96788 | -111218 |
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{ "first_band": { "type": "ema", "factors": { "length": 44, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 99, "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) |
---|