Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1125809.17 | 978044.923 | 147764.2471 | 1626429.8618 | 1088301.7989 | 538128.0629 |
Total P&L (%) | 1125.8092 | 978.0449 | 147.7642 | 1626.4299 | 1088.3018 | 538.1281 |
Avg Daily Profit (%) | 0.4878 | 0.4238 | 0.064 | 0.1235 | 0.1073 | 0.0803 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -178476 | -134473 | -155617 | -10547280 | -9511580 | -3985423 |
Profit Factor | 1.7125 | 2.1918 | 1.1946 | 1.035 | 1.0435 | 1.025 |
Total Trades | 449 | 225 | 224 | 449 | 225 | 224 |
Winning Trades | 138 | 65 | 73 | 138 | 65 | 73 |
Losing Trades | 311 | 160 | 151 | 311 | 160 | 151 |
Profitability (%) | 30.735 | 28.8889 | 32.5893 | 30.735 | 28.8889 | 32.5893 |
Ratio Avg Win / Avg Loss | 3.8594 | 5.3953 | 2.471 | 2.3324 | 2.5686 | 2.1203 |
Largest Winning Trade | 506914 | 506914 | 62798 | 6682545 | 6682545 | 3135003 |
Largest Losing Trade | -32275 | -32275 | -30297 | -1274318 | -1274318 | -1058148 |
Avg Bars in Trades | 10 | 8 | 11 | 10 | 8 | 11 |
Avg Bars in Winners | 22 | 20 | 25 | 22 | 20 | 25 |
Avg Bars in Losers | 4 | 4 | 4 | 4 | 4 | 4 |
Bars Traded | 4569 | 2016 | 2553 | 4569 | 2016 | 2553 |
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 | 319514 | 84439 | -118692 | -213549 | -232674 | -283038 |
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{ "first_band": { "type": "ema", "factors": { "length": 22, "offset": 0 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 22, "offset": 0 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "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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