Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1432545.3616 | 1362866.9363 | 69678.4253 | 1652762.5894 | 1487115.8016 | 165646.7878 |
Total P&L (%) | 1432.5454 | 1362.8669 | 69.6784 | 1652.7626 | 1487.1158 | 165.6468 |
Avg Daily Profit (%) | 0.7672 | 0.7299 | 0.0373 | 0.1535 | 0.1482 | 0.0523 |
Buy And Hold Return (%) | 540.4101 | 540.4101 | 540.4101 | 540.4101 | 540.4101 | 540.4101 |
Max Trade Drawdown | -168367 | -127646 | -135999 | -5003588 | -3754737 | -1931261 |
Profit Factor | 2.4903 | 3.5585 | 1.1626 | 1.1003 | 1.1418 | 1.0276 |
Total Trades | 153 | 76 | 77 | 153 | 76 | 77 |
Winning Trades | 80 | 36 | 44 | 80 | 36 | 44 |
Losing Trades | 73 | 40 | 33 | 73 | 40 | 33 |
Profitability (%) | 52.2876 | 47.3684 | 57.1429 | 52.2876 | 47.3684 | 57.1429 |
Ratio Avg Win / Avg Loss | 2.2724 | 3.9539 | 0.8719 | 1.004 | 1.2686 | 0.7707 |
Largest Winning Trade | 841127 | 841127 | 35919 | 3146806 | 3146806 | 1112679 |
Largest Losing Trade | -62771 | -49672 | -62771 | -1661979 | -1661979 | -1596599 |
Avg Bars in Trades | 69 | 93 | 44 | 69 | 93 | 44 |
Avg Bars in Winners | 72 | 105 | 45 | 72 | 105 | 45 |
Avg Bars in Losers | 64 | 83 | 42 | 64 | 83 | 42 |
Bars Traded | 10563 | 7141 | 3422 | 10563 | 7141 | 3422 |
Profit Streak | 125.8767 | 130.71 | 125.8767 | 125.8767 | 130.71 | 125.8767 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 585649 | -34145 | -392358 | -103593 | -112645 | -520784 |
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{ "first_band": { "type": "ema", "factors": { "length": 197, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 215, "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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