Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1655674.3996 | 1868813.4613 | -213139.0616 | -99805.549 | -58775.6962 | -41029.8528 |
Total P&L (%) | 1655.6744 | 1868.8135 | -213.1391 | -99.8055 | -58.7757 | -41.0299 |
Avg Daily Profit (%) | 0.7128 | 0.8046 | -0.0918 | -0.2684 | -0.0381 | -0.0227 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -309981 | -196075 | -356398 | -137138 | -86000 | -69153 |
Profit Factor | 2.4489 | 4.2106 | 0.6198 | 0.4918 | 0.486 | 0.4998 |
Total Trades | 111 | 56 | 55 | 111 | 56 | 55 |
Winning Trades | 52 | 25 | 27 | 52 | 25 | 27 |
Losing Trades | 59 | 31 | 28 | 59 | 31 | 28 |
Profitability (%) | 46.8468 | 44.6429 | 49.0909 | 46.8468 | 44.6429 | 49.0909 |
Ratio Avg Win / Avg Loss | 2.7786 | 5.2212 | 0.6428 | 0.558 | 0.6027 | 0.5183 |
Largest Winning Trade | 2083527 | 2083527 | 30968 | 40974 | 40974 | 27779 |
Largest Losing Trade | -91631 | -59662 | -91631 | -40181 | -40181 | -34759 |
Avg Bars in Trades | 60 | 70 | 51 | 60 | 70 | 51 |
Avg Bars in Winners | 78 | 98 | 59 | 78 | 98 | 59 |
Avg Bars in Losers | 45 | 47 | 42 | 45 | 47 | 42 |
Bars Traded | 6737 | 3930 | 2807 | 6737 | 3930 | 2807 |
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 | 581626 | -161752 | -761186 | -581709 | -762916 | -761186 |
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{ "first_band": { "type": "ema", "factors": { "length": 143, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 108, "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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