Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 382278.9751 | 328998.8225 | 53280.1526 | -28842.4336 | 538876.3066 | -567718.7402 |
Total P&L (%) | 382.279 | 328.9988 | 53.2802 | -28.8424 | 538.8763 | -567.7187 |
Avg Daily Profit (%) | 0.2011 | 0.173 | 0.028 | -0.0179 | 0.0976 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -220619 | -140539 | -243510 | -892496 | -171973 | -868503 |
Profit Factor | 1.3751 | 1.6814 | 1.0993 | 0.9835 | 1.889 | 0.5037 |
Total Trades | 139 | 70 | 69 | 139 | 70 | 69 |
Winning Trades | 69 | 31 | 38 | 69 | 31 | 38 |
Losing Trades | 70 | 39 | 31 | 70 | 39 | 31 |
Profitability (%) | 49.6403 | 44.2857 | 55.0725 | 49.6403 | 44.2857 | 55.0725 |
Ratio Avg Win / Avg Loss | 1.395 | 2.1153 | 0.8968 | 0.9978 | 2.3764 | 0.4109 |
Largest Winning Trade | 134570 | 134570 | 57017 | 320376 | 320376 | 87025 |
Largest Losing Trade | -69411 | -38763 | -69411 | -310330 | -141303 | -310330 |
Avg Bars in Trades | 79 | 61 | 97 | 79 | 61 | 97 |
Avg Bars in Winners | 93 | 73 | 109 | 93 | 73 | 109 |
Avg Bars in Losers | 66 | 52 | 83 | 66 | 52 | 83 |
Bars Traded | 11062 | 4323 | 6739 | 11062 | 4323 | 6739 |
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 | 302428 | -86104 | -370515 | -580549 | -155368 | -681800 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 154, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 45, "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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