Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -781520.332 | 436170.6451 | -1217690.9771 | -594245175.059 | -101949679.8826 | -492295495.1764 |
Total P&L (%) | -781.5203 | 436.1706 | -1217.691 | -594245.1751 | -101949.6799 | -492295.4952 |
Avg Daily Profit (%) | -0.3514 | 0.1961 | -0.5474 | 0 | 0 | 0 |
Buy And Hold Return (%) | 229.8638 | 229.8638 | 229.8638 | 229.8638 | 229.8638 | 229.8638 |
Max Trade Drawdown | -1568532 | -47080 | -1565911 | -662953986 | -179965378 | -531396041 |
Profit Factor | 0.5731 | 3.6688 | 0.2696 | 0.5632 | 0.8289 | 0.356 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 62 | 30 | 32 | 41 | 23 | 18 |
Losing Trades | 35 | 19 | 16 | 56 | 26 | 30 |
Profitability (%) | 63.9175 | 61.2245 | 66.6667 | 42.268 | 46.9388 | 37.5 |
Ratio Avg Win / Avg Loss | 0.3235 | 2.3236 | 0.1348 | 0.7692 | 0.9371 | 0.5934 |
Largest Winning Trade | 73072 | 73072 | 60170 | 150535111 | 150535111 | 99202758 |
Largest Losing Trade | -1552827 | -38285 | -1552827 | -105462088 | -85861174 | -105462088 |
Avg Bars in Trades | 62 | 47 | 78 | 62 | 47 | 78 |
Avg Bars in Winners | 62 | 41 | 81 | 59 | 53 | 67 |
Avg Bars in Losers | 64 | 56 | 72 | 65 | 41 | 85 |
Bars Traded | 6094 | 2316 | 3778 | 6094 | 2316 | 3778 |
Profit Streak | 0 | 0 | 0 | 61.4912 | 61.4912 | 101.1579 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578715 | 301881 | -578528 | -582551 | -581312 | -584592 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 136, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 191, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 136, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 191, "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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