Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 472045.0842 | 404266.3633 | 67778.721 | 216972.5229 | 165376.6156 | 51595.9074 |
Total P&L (%) | 472.0451 | 404.2664 | 67.7787 | 216.9725 | 165.3766 | 51.5959 |
Avg Daily Profit (%) | 0.2917 | 0.2499 | 0.0419 | 0.0713 | 0.0603 | 0.0257 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -114807 | -134998 | -188894 | -321064 | -278443 | -320388 |
Profit Factor | 1.4105 | 1.6962 | 1.1191 | 1.097 | 1.1368 | 1.0501 |
Total Trades | 258 | 129 | 129 | 258 | 129 | 129 |
Winning Trades | 121 | 57 | 64 | 121 | 57 | 64 |
Losing Trades | 137 | 72 | 65 | 137 | 72 | 65 |
Profitability (%) | 46.8992 | 44.186 | 49.6124 | 46.8992 | 44.186 | 49.6124 |
Ratio Avg Win / Avg Loss | 1.5971 | 2.1425 | 1.1366 | 1.242 | 1.436 | 1.0665 |
Largest Winning Trade | 124737 | 124737 | 55306 | 216361 | 216361 | 103377 |
Largest Losing Trade | -47625 | -28261 | -47625 | -121377 | -121377 | -75128 |
Avg Bars in Trades | 73 | 63 | 84 | 73 | 63 | 84 |
Avg Bars in Winners | 85 | 62 | 106 | 85 | 62 | 106 |
Avg Bars in Losers | 63 | 63 | 63 | 63 | 63 | 63 |
Bars Traded | 19070 | 8129 | 10941 | 19070 | 8129 | 10941 |
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 | 375109 | 316375 | -226980 | -211438 | -184824 | -325499 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 163, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 55, "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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