Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 625959.5047 | 572905.4085 | 53054.0963 | 820251.405 | 537431.3021 | 282820.1029 |
Total P&L (%) | 625.9595 | 572.9054 | 53.0541 | 820.2514 | 537.4313 | 282.8201 |
Avg Daily Profit (%) | 0.333 | 0.3047 | 0.0282 | 0.1181 | 0.0986 | 0.0714 |
Buy And Hold Return (%) | 215.2178 | 215.2178 | 215.2178 | 215.2178 | 215.2178 | 215.2178 |
Max Trade Drawdown | -67622 | -83755 | -55578 | -459764 | -566294 | -357012 |
Profit Factor | 3.1955 | 4.3919 | 1.4565 | 1.4293 | 1.4423 | 1.4067 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 32 | 13 | 19 | 32 | 13 | 19 |
Losing Trades | 30 | 18 | 12 | 30 | 18 | 12 |
Profitability (%) | 51.6129 | 41.9355 | 61.2903 | 51.6129 | 41.9355 | 61.2903 |
Ratio Avg Win / Avg Loss | 2.9958 | 6.0811 | 0.9199 | 1.34 | 1.997 | 0.8884 |
Largest Winning Trade | 484649 | 484649 | 44607 | 515335 | 515335 | 181579 |
Largest Losing Trade | -29382 | -29382 | -18338 | -333907 | -333907 | -127808 |
Avg Bars in Trades | 56 | 52 | 61 | 56 | 52 | 61 |
Avg Bars in Winners | 80 | 93 | 70 | 80 | 93 | 70 |
Avg Bars in Losers | 32 | 22 | 47 | 32 | 22 | 47 |
Bars Traded | 3527 | 1616 | 1911 | 3527 | 1616 | 1911 |
Profit Streak | 157.6828 | 199.6828 | 0 | 157.6828 | 199.6828 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -145625 | 397988 | -320159 | -194116 | -64282 | -165129 |
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{ "first_band": { "type": "ema", "factors": { "length": 175, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 175, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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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