Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 946337.2004 | 843615.5734 | 102721.627 | 2571673.3895 | 2067480.442 | 504192.9475 |
Total P&L (%) | 946.3372 | 843.6156 | 102.7216 | 2571.6734 | 2067.4804 | 504.1929 |
Avg Daily Profit (%) | 0.511 | 0.4555 | 0.0555 | 0.1775 | 0.1662 | 0.0972 |
Buy And Hold Return (%) | 116.4267 | 116.4267 | 116.4267 | 116.4267 | 116.4267 | 116.4267 |
Max Trade Drawdown | -81546 | -53051 | -35716 | -457368 | -302344 | -455095 |
Profit Factor | 3.6769 | 5.882 | 1.5684 | 2.1624 | 3.3056 | 1.3832 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Losing Trades | 28 | 14 | 14 | 28 | 14 | 14 |
Profitability (%) | 52.5424 | 53.3333 | 51.7241 | 52.5424 | 53.3333 | 51.7241 |
Ratio Avg Win / Avg Loss | 3.321 | 5.1468 | 1.4638 | 1.9531 | 2.8924 | 1.291 |
Largest Winning Trade | 689791 | 689791 | 57052 | 736215 | 586744 | 736215 |
Largest Losing Trade | -29068 | -28257 | -29068 | -348982 | -116087 | -348982 |
Avg Bars in Trades | 177 | 178 | 177 | 177 | 178 | 177 |
Avg Bars in Winners | 253 | 255 | 250 | 253 | 255 | 250 |
Avg Bars in Losers | 94 | 90 | 98 | 94 | 90 | 98 |
Bars Traded | 10499 | 5364 | 5135 | 10499 | 5364 | 5135 |
Profit Streak | 94.425 | 189.425 | 0 | 94.425 | 189.425 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -161090 | 720775 | -282738 | -166651 | 555377 | -63997 |
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{ "first_band": { "type": "ema", "factors": { "length": 68, "offset": 112 } }, "second_band": { "type": "midpoint", "factors": { "length": 106, "offset": 0 } } }
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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) |
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