Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1623809.6693 | 1709898.0932 | -86088.424 | -65225.1151 | 411503.1511 | -476728.2661 |
Total P&L (%) | 1623.8097 | 1709.8981 | -86.0884 | -65.2251 | 411.5032 | -476.7283 |
Avg Daily Profit (%) | 0.6981 | 0.7351 | -0.037 | -0.0454 | 0.0702 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -165231 | -104811 | -164216 | -540764 | -173881 | -570572 |
Profit Factor | 2.9162 | 5.4518 | 0.8142 | 0.9556 | 1.857 | 0.5184 |
Total Trades | 99 | 50 | 49 | 99 | 50 | 49 |
Winning Trades | 41 | 19 | 22 | 41 | 19 | 22 |
Losing Trades | 58 | 31 | 27 | 58 | 31 | 27 |
Profitability (%) | 41.4141 | 38 | 44.898 | 41.4141 | 38 | 44.898 |
Ratio Avg Win / Avg Loss | 4.1253 | 8.8951 | 0.9992 | 1.3519 | 3.0299 | 0.6362 |
Largest Winning Trade | 1656747 | 1656747 | 77164 | 381833 | 381833 | 129178 |
Largest Losing Trade | -62855 | -50099 | -62855 | -275126 | -78582 | -275126 |
Avg Bars in Trades | 43 | 38 | 48 | 43 | 38 | 48 |
Avg Bars in Winners | 73 | 66 | 78 | 73 | 66 | 78 |
Avg Bars in Losers | 22 | 20 | 23 | 22 | 20 | 23 |
Bars Traded | 4278 | 1911 | 2367 | 4278 | 1911 | 2367 |
Profit Streak | 0 | 0 | 64.6174 | 0 | 0 | 64.6174 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 532372 | -163984 | -582106 | -582186 | -280409 | -582106 |
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 106 } }, "second_band": { "type": "ema", "factors": { "length": 19, "offset": 0 } } }
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 106 } }, "second_band": { "type": "ema", "factors": { "length": 19, "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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