Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 419674.977 | 332743.6485 | 86931.3285 | -22838758.2381 | -2261045.0947 | -20577713.1433 |
Total P&L (%) | 419.675 | 332.7436 | 86.9313 | -22838.7582 | -2261.0451 | -20577.7131 |
Avg Daily Profit (%) | 0.2206 | 0.1749 | 0.0457 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -252002 | -41936 | -269708 | -53747162 | -13644598 | -40843254 |
Profit Factor | 1.8653 | 3.3332 | 1.2539 | 0.6619 | 0.907 | 0.524 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 48 | 21 | 27 | 34 | 20 | 14 |
Losing Trades | 22 | 14 | 8 | 36 | 15 | 21 |
Profitability (%) | 68.5714 | 60 | 77.1429 | 48.5714 | 57.1429 | 40 |
Ratio Avg Win / Avg Loss | 0.8549 | 2.2221 | 0.3715 | 0.7008 | 0.6802 | 0.7861 |
Largest Winning Trade | 97544 | 97544 | 60169 | 11774914 | 10176690 | 11774914 |
Largest Losing Trade | -252002 | -32331 | -252002 | -11203915 | -6656486 | -11203915 |
Avg Bars in Trades | 103 | 71 | 136 | 103 | 71 | 136 |
Avg Bars in Winners | 87 | 60 | 109 | 80 | 60 | 109 |
Avg Bars in Losers | 137 | 86 | 228 | 125 | 85 | 153 |
Bars Traded | 7252 | 2485 | 4767 | 7252 | 2485 | 4767 |
Profit Streak | 0 | 703.8708 | 0 | 702.3708 | 0 | 777.8708 |
Trades During Streak | 0 | 2 | 0 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -87532 | 576849 | -130222 | -679528 | -579861 | -583330 |
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{ "first_band": { "type": "midprice", "factors": { "length": 190, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 242, "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) |
---|