Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -5985947.2947 | 119216.0345 | -6105163.3292 | -8150288.2758 | 13209660.0356 | -21359948.3114 |
Total P&L (%) | -5985.9473 | 119.216 | -6105.1633 | -8150.2883 | 13209.66 | -21359.9483 |
Avg Daily Profit (%) | -3.0486 | 0.0607 | -3.1093 | 0 | 0.2494 | 0 |
Buy And Hold Return (%) | 1588.4735 | 1588.4735 | 1588.4735 | 1588.4735 | 1588.4735 | 1588.4735 |
Max Trade Drawdown | -6296388 | -80648 | -6253545 | -79004665 | -14093101 | -77251719 |
Profit Factor | 0.0841 | 1.7106 | 0.0413 | 0.9415 | 1.4595 | 0.807 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 42 | 22 | 20 | 28 | 15 | 13 |
Losing Trades | 18 | 8 | 10 | 32 | 15 | 17 |
Profitability (%) | 70 | 73.3333 | 66.6667 | 46.6667 | 50 | 43.3333 |
Ratio Avg Win / Avg Loss | 0.036 | 0.622 | 0.0206 | 1.076 | 1.4595 | 1.0553 |
Largest Winning Trade | 38904 | 37759 | 38904 | 55044778 | 14766019 | 55044778 |
Largest Losing Trade | -6180052 | -53043 | -6180052 | -77251719 | -10658751 | -77251719 |
Avg Bars in Trades | 125 | 125 | 125 | 125 | 125 | 125 |
Avg Bars in Winners | 61 | 59 | 63 | 185 | 189 | 181 |
Avg Bars in Losers | 274 | 307 | 247 | 72 | 61 | 82 |
Bars Traded | 7523 | 3769 | 3754 | 7523 | 3769 | 3754 |
Profit Streak | 397.5969 | 397.5969 | 551.8469 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -750344 | -273602 | -577330 | -753907 | 340955 | -581751 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 34, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 223, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 34, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 223, "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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