Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 89609.9896 | 54593.9477 | 35016.0419 | 107006.8797 | 66139.3036 | 40867.5761 |
Total P&L (%) | 89.61 | 54.5939 | 35.016 | 107.0069 | 66.1393 | 40.8676 |
Avg Daily Profit (%) | 0.3441 | 0.2096 | 0.1345 | 0.2798 | 0.1951 | 0.1317 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -33218 | -25274 | -29397 | -59010 | -40300 | -48290 |
Profit Factor | 1.27 | 1.3349 | 1.2073 | 1.2099 | 1.2639 | 1.1577 |
Total Trades | 452 | 226 | 226 | 452 | 226 | 226 |
Winning Trades | 257 | 132 | 125 | 257 | 132 | 125 |
Losing Trades | 195 | 94 | 101 | 195 | 94 | 101 |
Profitability (%) | 56.8584 | 58.4071 | 55.3097 | 56.8584 | 58.4071 | 55.3097 |
Ratio Avg Win / Avg Loss | 0.9636 | 0.9506 | 0.9755 | 0.918 | 0.9001 | 0.9354 |
Largest Winning Trade | 9780 | 9780 | 7869 | 14648 | 13920 | 14648 |
Largest Losing Trade | -15652 | -15652 | -14572 | -23936 | -23035 | -23936 |
Avg Bars in Trades | 54 | 56 | 53 | 54 | 56 | 53 |
Avg Bars in Winners | 44 | 41 | 48 | 44 | 41 | 48 |
Avg Bars in Losers | 67 | 76 | 59 | 67 | 76 | 59 |
Bars Traded | 24763 | 12676 | 12087 | 24763 | 12676 | 12087 |
Profit Streak | 0 | 0 | 2.0652 | 0 | 0 | 2.0652 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 321916 | 202616 | -20435 | 288917 | 210255 | -70239 |
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{ "first_band": { "type": "midprice", "factors": { "length": 59, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 119, "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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