Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -437416.8335 | 140311.7529 | -577728.5864 | 4603145.2088 | -2970532.8571 | 7573678.0659 |
Total P&L (%) | -437.4168 | 140.3118 | -577.7286 | 4603.1452 | -2970.5329 | 7573.6781 |
Avg Daily Profit (%) | -0.2736 | 0.0878 | -0.3614 | 0.2412 | 0 | 0.2719 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -695336 | -91218 | -688993 | -7213963 | -7129587 | -2041915 |
Profit Factor | 0.6479 | 1.4894 | 0.3954 | 1.3032 | 0.7169 | 2.6163 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 52 | 19 | 33 | 46 | 23 | 23 |
Losing Trades | 31 | 22 | 9 | 37 | 18 | 19 |
Profitability (%) | 62.6506 | 46.3415 | 78.5714 | 55.4217 | 56.0976 | 54.7619 |
Ratio Avg Win / Avg Loss | 0.3862 | 1.7246 | 0.1078 | 1.0483 | 0.5611 | 2.1613 |
Largest Winning Trade | 138577 | 138577 | 45995 | 3374895 | 3374895 | 3263163 |
Largest Losing Trade | -658673 | -44163 | -658673 | -5173255 | -5173255 | -1977940 |
Avg Bars in Trades | 55 | 56 | 54 | 55 | 56 | 54 |
Avg Bars in Winners | 34 | 35 | 34 | 54 | 55 | 53 |
Avg Bars in Losers | 90 | 74 | 127 | 56 | 57 | 55 |
Bars Traded | 4590 | 2313 | 2277 | 4590 | 2313 | 2277 |
Profit Streak | 59.3757 | 0 | 62.709 | 59.3757 | 0 | 62.709 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -579577 | -74816 | -576471 | 305236 | -579951 | 535014 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 99, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 152, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 99, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 152, "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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