Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -467181.0366 | 27873.0682 | -495054.1049 | 2579580.2127 | 228767.2257 | 2350812.987 |
Total P&L (%) | -467.181 | 27.8731 | -495.0541 | 2579.5802 | 228.7672 | 2350.813 |
Avg Daily Profit (%) | -0.2593 | 0.0155 | -0.2747 | 0.1826 | 0.0661 | 0.1777 |
Buy And Hold Return (%) | 181.7676 | 181.7676 | 181.7676 | 181.7676 | 181.7676 | 181.7676 |
Max Trade Drawdown | -742222 | -105448 | -698442 | -1038642 | -910480 | -209565 |
Profit Factor | 0.5053 | 1.1298 | 0.3216 | 2.4138 | 1.1542 | 7.8899 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 48 | 20 | 28 | 44 | 18 | 26 |
Losing Trades | 20 | 14 | 6 | 24 | 16 | 8 |
Profitability (%) | 70.5882 | 58.8235 | 82.3529 | 64.7059 | 52.9412 | 76.4706 |
Ratio Avg Win / Avg Loss | 0.2105 | 0.7909 | 0.0689 | 1.3166 | 1.026 | 2.4277 |
Largest Winning Trade | 38246 | 38246 | 28557 | 820977 | 537605 | 820977 |
Largest Losing Trade | -417292 | -63291 | -417292 | -846844 | -846844 | -172667 |
Avg Bars in Trades | 69 | 78 | 61 | 69 | 78 | 61 |
Avg Bars in Winners | 39 | 33 | 43 | 50 | 39 | 57 |
Avg Bars in Losers | 143 | 141 | 149 | 106 | 121 | 75 |
Bars Traded | 4758 | 2655 | 2103 | 4758 | 2655 | 2103 |
Profit Streak | 137.2194 | 137.2194 | 247.8861 | 137.2194 | 137.2194 | 247.8861 |
Trades During Streak | 7 | 3 | 4 | 7 | 3 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -690129 | -414871 | -575301 | -98736 | -239219 | 761962 |
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{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 224, "offset": 0 } } }
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{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 224, "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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