Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1227077.0306 | 18828.0283 | -1245905.0589 | 110158.0896 | -9147122.9961 | 9257281.0857 |
Total P&L (%) | -1227.077 | 18.828 | -1245.9051 | 110.1581 | -9147.123 | 9257.2811 |
Avg Daily Profit (%) | -0.544 | 0.0083 | -0.5524 | 0.0329 | 0 | 0.2014 |
Buy And Hold Return (%) | 363.4469 | 363.4469 | 363.4469 | 363.4469 | 363.4469 | 363.4469 |
Max Trade Drawdown | -1276602 | -152776 | -1284905 | -14064095 | -10929838 | -4351316 |
Profit Factor | 0.3193 | 1.0588 | 0.1595 | 1.0049 | 0.4561 | 2.6109 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 49 | 22 | 27 | 39 | 16 | 23 |
Losing Trades | 20 | 12 | 8 | 30 | 18 | 12 |
Profitability (%) | 71.0145 | 64.7059 | 77.1429 | 56.5217 | 47.0588 | 65.7143 |
Ratio Avg Win / Avg Loss | 0.1303 | 0.5775 | 0.0473 | 0.773 | 0.5131 | 1.3622 |
Largest Winning Trade | 64998 | 64998 | 26972 | 9430618 | 4270715 | 9430618 |
Largest Losing Trade | -816670 | -57487 | -816670 | -8148307 | -8148307 | -3733918 |
Avg Bars in Trades | 58 | 71 | 46 | 58 | 71 | 46 |
Avg Bars in Winners | 23 | 23 | 24 | 28 | 20 | 33 |
Avg Bars in Losers | 143 | 158 | 121 | 98 | 116 | 70 |
Bars Traded | 4040 | 2415 | 1625 | 4040 | 2415 | 1625 |
Profit Streak | 74.1293 | 74.1293 | 280.1293 | 74.1293 | 74.1293 | 280.1293 |
Trades During Streak | 5 | 2 | 5 | 5 | 2 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -682581 | -502135 | -575876 | -635179 | -580973 | 552176 |
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{ "first_band": { "type": "ema", "factors": { "length": 8, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 113, "offset": 0 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 8, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 113, "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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