Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -3132036.3682 | -39634.0659 | -3092402.3023 | -95780.6062 | 19002507.0902 | -19098287.6964 |
Total P&L (%) | -3132.0364 | -39.6341 | -3092.4023 | -95.7806 | 19002.5071 | -19098.2877 |
Avg Daily Profit (%) | -1.5333 | -0.0194 | -1.5139 | -0.1548 | 0.2575 | 0 |
Buy And Hold Return (%) | 2686.4542 | 2686.4542 | 2686.4542 | 2686.4542 | 2686.4542 | 2686.4542 |
Max Trade Drawdown | -3314252 | -213630 | -3199153 | -28787209 | -3369630 | -28574234 |
Profit Factor | 0.1899 | 0.9105 | 0.0967 | 0.9975 | 3.3195 | 0.3536 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 63 | 28 | 35 | 55 | 28 | 27 |
Losing Trades | 32 | 19 | 13 | 40 | 19 | 21 |
Profitability (%) | 66.3158 | 59.5745 | 72.9167 | 57.8947 | 59.5745 | 56.25 |
Ratio Avg Win / Avg Loss | 0.0964 | 0.6178 | 0.0359 | 0.7254 | 2.2525 | 0.275 |
Largest Winning Trade | 49228 | 49228 | 23992 | 13295199 | 13295199 | 5680830 |
Largest Losing Trade | -1717551 | -76221 | -1717551 | -21232529 | -3191275 | -21232529 |
Avg Bars in Trades | 124 | 137 | 112 | 124 | 137 | 112 |
Avg Bars in Winners | 52 | 50 | 54 | 91 | 105 | 76 |
Avg Bars in Losers | 265 | 264 | 266 | 170 | 184 | 158 |
Bars Traded | 11837 | 6446 | 5391 | 11837 | 6446 | 5391 |
Profit Streak | 0 | 404.5398 | 0 | 0 | 404.5398 | 0 |
Trades During Streak | 0 | 4 | 0 | 0 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578131 | -578096 | -577718 | -579501 | 632039 | -579879 |
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{ "first_band": { "type": "sma", "factors": { "length": 18, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 162, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 18, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 162, "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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