Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 629006.2083 | 627018.6793 | 1987.529 | 413395.8991 | 15298127.4315 | -14884731.5324 |
Total P&L (%) | 629.0062 | 627.0187 | 1.9875 | 413.3959 | 15298.1274 | -14884.7315 |
Avg Daily Profit (%) | 0.2903 | 0.2893 | 0.0009 | 0.0755 | 0.2327 | 0 |
Buy And Hold Return (%) | 213.4247 | 213.4247 | 213.4247 | 213.4247 | 213.4247 | 213.4247 |
Max Trade Drawdown | -326703 | -155905 | -212240 | -30465922 | -10930399 | -24951689 |
Profit Factor | 1.447 | 1.8575 | 1.0029 | 1.0054 | 1.427 | 0.6283 |
Total Trades | 295 | 147 | 148 | 295 | 147 | 148 |
Winning Trades | 145 | 72 | 73 | 145 | 72 | 73 |
Losing Trades | 150 | 75 | 75 | 150 | 75 | 75 |
Profitability (%) | 49.1525 | 48.9796 | 49.3243 | 49.1525 | 48.9796 | 49.3243 |
Ratio Avg Win / Avg Loss | 1.4969 | 1.9349 | 1.0304 | 1.0401 | 1.4865 | 0.6455 |
Largest Winning Trade | 195215 | 195215 | 37372 | 15422872 | 15422872 | 4472098 |
Largest Losing Trade | -36036 | -33309 | -36036 | -6060429 | -6060429 | -5139841 |
Avg Bars in Trades | 42 | 59 | 26 | 42 | 59 | 26 |
Avg Bars in Winners | 50 | 67 | 32 | 50 | 67 | 32 |
Avg Bars in Losers | 35 | 51 | 20 | 35 | 51 | 20 |
Bars Traded | 12604 | 8720 | 3884 | 12604 | 8720 | 3884 |
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 | 282484 | 309551 | -574801 | -312743 | 310166 | -580925 |
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{ "first_band": { "type": "ema", "factors": { "length": 109, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 125, "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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