Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 237130.9847 | 275840.1279 | -38709.1432 | -50683.5895 | -37297.23 | -13386.3595 |
Total P&L (%) | 237.131 | 275.8401 | -38.7091 | -50.6836 | -37.2972 | -13.3864 |
Avg Daily Profit (%) | 0.1915 | 0.2228 | -0.0313 | -0.0571 | -0.0377 | -0.0116 |
Buy And Hold Return (%) | 101.2616 | 101.2616 | 101.2616 | 101.2616 | 101.2616 | 101.2616 |
Max Trade Drawdown | -204292 | -91216 | -113076 | -698811 | -509514 | -231689 |
Profit Factor | 1.4664 | 2.081 | 0.8471 | 0.9677 | 0.9625 | 0.9767 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 31 | 17 | 14 | 31 | 17 | 14 |
Losing Trades | 36 | 16 | 20 | 36 | 16 | 20 |
Profitability (%) | 46.2687 | 51.5152 | 41.1765 | 46.2687 | 51.5152 | 41.1765 |
Ratio Avg Win / Avg Loss | 1.7029 | 1.9586 | 1.2102 | 1.1238 | 0.9059 | 1.3952 |
Largest Winning Trade | 102403 | 102403 | 33306 | 219822 | 219822 | 118498 |
Largest Losing Trade | -74005 | -72577 | -74005 | -315802 | -315802 | -147599 |
Avg Bars in Trades | 50 | 76 | 25 | 50 | 76 | 25 |
Avg Bars in Winners | 72 | 99 | 39 | 72 | 99 | 39 |
Avg Bars in Losers | 32 | 52 | 16 | 32 | 52 | 16 |
Bars Traded | 3412 | 2531 | 881 | 3412 | 2531 | 881 |
Profit Streak | 138.8239 | 138.8239 | 140.4906 | 138.8239 | 138.8239 | 140.4906 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -116227 | 329690 | -581321 | -700488 | -580036 | -581321 |
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{ "first_band": { "type": "ema", "factors": { "length": 135, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 131, "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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