Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1551199.6855 | -145311.4606 | -1405888.2249 | -53247.7761 | -2206235.7712 | 2152987.9951 |
Total P&L (%) | -1551.1997 | -145.3115 | -1405.8882 | -53.2478 | -2206.2358 | 2152.988 |
Avg Daily Profit (%) | -0.8254 | -0.0773 | -0.7481 | -0.0404 | 0 | 0.1659 |
Buy And Hold Return (%) | 162.5094 | 162.5094 | 162.5094 | 162.5094 | 162.5094 | 162.5094 |
Max Trade Drawdown | -1611919 | -196500 | -1448351 | -3114449 | -2923652 | -1453998 |
Profit Factor | 0.1817 | 0.522 | 0.1168 | 0.9907 | 0.3422 | 1.9191 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 38 | 16 | 22 | 36 | 14 | 22 |
Losing Trades | 22 | 14 | 8 | 24 | 16 | 8 |
Profitability (%) | 63.3333 | 53.3333 | 73.3333 | 60 | 46.6667 | 73.3333 |
Ratio Avg Win / Avg Loss | 0.1052 | 0.4567 | 0.0425 | 0.6604 | 0.3911 | 0.6979 |
Largest Winning Trade | 25991 | 25991 | 17401 | 2899928 | 466764 | 2899928 |
Largest Losing Trade | -1118869 | -59044 | -1118869 | -1858187 | -1858187 | -1370448 |
Avg Bars in Trades | 92 | 113 | 70 | 92 | 113 | 70 |
Avg Bars in Winners | 32 | 36 | 29 | 42 | 43 | 42 |
Avg Bars in Losers | 195 | 201 | 185 | 166 | 175 | 147 |
Bars Traded | 5536 | 3412 | 2124 | 5536 | 3412 | 2124 |
Profit Streak | 80.2363 | 80.2363 | 123.2363 | 80.2363 | 80.2363 | 123.2363 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -751088 | -579430 | -576449 | -751520 | -581158 | 465884 |
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{ "first_band": { "type": "ema", "factors": { "length": 17, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 68, "offset": 0 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 17, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 68, "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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