Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 59670.343 | 42667.9183 | 17002.4247 | 51819.6874 | 48724.4601 | 3095.2273 |
Total P&L (%) | 59.6703 | 42.6679 | 17.0024 | 51.8197 | 48.7245 | 3.0952 |
Avg Daily Profit (%) | 0.2291 | 0.1638 | 0.0653 | 0.1605 | 0.1525 | 0.0117 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -50984 | -37664 | -33626 | -50737 | -30766 | -33434 |
Profit Factor | 1.3165 | 1.4729 | 1.173 | 1.2795 | 1.5981 | 1.0298 |
Total Trades | 125 | 63 | 62 | 125 | 63 | 62 |
Winning Trades | 91 | 44 | 47 | 91 | 44 | 47 |
Losing Trades | 34 | 19 | 15 | 34 | 19 | 15 |
Profitability (%) | 72.8 | 69.8413 | 75.8065 | 72.8 | 69.8413 | 75.8065 |
Ratio Avg Win / Avg Loss | 0.4919 | 0.636 | 0.3743 | 0.4781 | 0.6901 | 0.3287 |
Largest Winning Trade | 11279 | 11279 | 9571 | 9653 | 9448 | 9653 |
Largest Losing Trade | -26181 | -14250 | -26181 | -24980 | -10439 | -24980 |
Avg Bars in Trades | 195 | 200 | 191 | 195 | 200 | 191 |
Avg Bars in Winners | 118 | 129 | 108 | 118 | 129 | 108 |
Avg Bars in Losers | 403 | 362 | 454 | 403 | 362 | 454 |
Bars Traded | 24491 | 12600 | 11891 | 24491 | 12600 | 11891 |
Profit Streak | 18.0458 | 18.0458 | 23.3166 | 18.0458 | 18.0458 | 23.3166 |
Trades During Streak | 12 | 6 | 8 | 12 | 6 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 346839 | -139090 | -297164 | 298736 | -137883 | -682981 |
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{ "first_band": { "type": "midprice", "factors": { "length": 40, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 248, "offset": 194 } } }
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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) |
---|