Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1892609.7379 | -126160.3305 | -1766449.4074 | -100053.767 | 1690466.5934 | -1790520.3603 |
Total P&L (%) | -1892.6097 | -126.1603 | -1766.4494 | -100.0538 | 1690.4666 | -1790.5204 |
Avg Daily Profit (%) | -1.0128 | -0.0675 | -0.9453 | 0 | 0.1545 | 0 |
Buy And Hold Return (%) | 240.8177 | 240.8177 | 240.8177 | 240.8177 | 240.8177 | 240.8177 |
Max Trade Drawdown | -2052174 | -216218 | -1868493 | -4675597 | -517904 | -4157692 |
Profit Factor | 0.2541 | 0.7122 | 0.1585 | 0.9788 | 4.0923 | 0.5709 |
Total Trades | 196 | 98 | 98 | 196 | 98 | 98 |
Winning Trades | 155 | 73 | 82 | 121 | 56 | 65 |
Losing Trades | 41 | 25 | 16 | 75 | 42 | 33 |
Profitability (%) | 79.0816 | 74.4898 | 83.6735 | 61.7347 | 57.1429 | 66.3265 |
Ratio Avg Win / Avg Loss | 0.0672 | 0.2439 | 0.0309 | 0.6067 | 3.0692 | 0.2899 |
Largest Winning Trade | 20888 | 20888 | 11739 | 2258219 | 2102489 | 2258219 |
Largest Losing Trade | -1163204 | -60252 | -1163204 | -3659515 | -454190 | -3659515 |
Avg Bars in Trades | 28 | 33 | 23 | 28 | 33 | 23 |
Avg Bars in Winners | 8 | 8 | 9 | 17 | 18 | 16 |
Avg Bars in Losers | 101 | 106 | 92 | 46 | 53 | 36 |
Bars Traded | 5536 | 3268 | 2267 | 5536 | 3268 | 2267 |
Profit Streak | 0 | 49.0691 | 0 | 19.0691 | 0 | 20.0691 |
Trades During Streak | 0 | 6 | 0 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575704 | -576042 | -576269 | -577393 | 554809 | -577843 |
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{ "first_band": { "type": "ema", "factors": { "length": 2, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 51, "offset": 0 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 2, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 51, "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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