Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -267920.887 | 92145.9299 | -360066.8169 | 74808.6873 | -2663206.2696 | 2738014.9569 |
Total P&L (%) | -267.9209 | 92.1459 | -360.0668 | 74.8087 | -2663.2063 | 2738.015 |
Avg Daily Profit (%) | -0.1384 | 0.0476 | -0.186 | 0.0289 | 0 | 0.173 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -481478 | -170843 | -493259 | -4058358 | -4067985 | -1364976 |
Profit Factor | 0.7798 | 1.2321 | 0.5607 | 1.008 | 0.5831 | 1.9254 |
Total Trades | 186 | 93 | 93 | 186 | 93 | 93 |
Winning Trades | 146 | 69 | 77 | 118 | 57 | 61 |
Losing Trades | 40 | 24 | 16 | 68 | 36 | 32 |
Profitability (%) | 78.4946 | 74.1935 | 82.7957 | 63.4409 | 61.2903 | 65.5914 |
Ratio Avg Win / Avg Loss | 0.2136 | 0.4285 | 0.1165 | 0.5809 | 0.3683 | 1.0101 |
Largest Winning Trade | 42940 | 42940 | 31400 | 2073881 | 717540 | 2073881 |
Largest Losing Trade | -322821 | -59655 | -322821 | -2446842 | -2446842 | -1170356 |
Avg Bars in Trades | 19 | 25 | 13 | 19 | 25 | 13 |
Avg Bars in Winners | 6 | 6 | 7 | 9 | 9 | 9 |
Avg Bars in Losers | 66 | 79 | 46 | 36 | 49 | 21 |
Bars Traded | 3630 | 2347 | 1283 | 3630 | 2347 | 1283 |
Profit Streak | 77.4178 | 77.4178 | 134.9178 | 77.4178 | 77.4178 | 134.9178 |
Trades During Streak | 23 | 11 | 13 | 23 | 11 | 13 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -573987 | -126281 | -574707 | -362875 | -577683 | 514181 |
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 96, "offset": 0 } } }
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 96, "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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