Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1477896.5292 | 1449514.7844 | 28381.7449 | 238802.629 | 1659760.1827 | -1420957.5536 |
Total P&L (%) | 1477.8965 | 1449.5148 | 28.3817 | 238.8026 | 1659.7602 | -1420.9576 |
Avg Daily Profit (%) | 0.8279 | 0.812 | 0.0159 | 0.0684 | 0.1608 | 0 |
Buy And Hold Return (%) | 268.6129 | 268.6129 | 268.6129 | 268.6129 | 268.6129 | 268.6129 |
Max Trade Drawdown | -130353 | -87590 | -159274 | -1997180 | -527108 | -1894262 |
Profit Factor | 3.1709 | 5.3736 | 1.0812 | 1.0605 | 2.1894 | 0.4436 |
Total Trades | 166 | 83 | 83 | 166 | 83 | 83 |
Winning Trades | 78 | 35 | 43 | 78 | 35 | 43 |
Losing Trades | 88 | 48 | 40 | 88 | 48 | 40 |
Profitability (%) | 46.988 | 42.1687 | 51.8072 | 46.988 | 42.1687 | 51.8072 |
Ratio Avg Win / Avg Loss | 3.5775 | 7.3695 | 1.0058 | 1.1964 | 3.0027 | 0.4126 |
Largest Winning Trade | 757562 | 757562 | 65803 | 1847371 | 1847371 | 253488 |
Largest Losing Trade | -90291 | -39049 | -90291 | -1885215 | -310799 | -1885215 |
Avg Bars in Trades | 62 | 56 | 69 | 62 | 56 | 69 |
Avg Bars in Winners | 96 | 91 | 101 | 96 | 91 | 101 |
Avg Bars in Losers | 32 | 30 | 35 | 32 | 30 | 35 |
Bars Traded | 10409 | 4650 | 5759 | 10409 | 4650 | 5759 |
Profit Streak | 3.5969 | 3.5969 | 8.9303 | 3.5969 | 3.5969 | 8.9303 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 641305 | 583426 | -467526 | -421860 | 264640 | -579758 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 227 } }, "second_band": { "type": "ema", "factors": { "length": 108, "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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