Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1373010.6363 | -47160.869 | -1325849.7673 | -144517.0312 | 9026738.8826 | -9171255.9138 |
Total P&L (%) | -1373.0106 | -47.1609 | -1325.8498 | -144.517 | 9026.7389 | -9171.2559 |
Avg Daily Profit (%) | -0.5935 | -0.0204 | -0.5731 | 0 | 0.1953 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -1449710 | -208406 | -1389714 | -11392020 | -533612 | -12850438 |
Profit Factor | 0.3191 | 0.8731 | 0.1939 | 0.9902 | 6.7916 | 0.3051 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 41 | 18 | 23 | 29 | 17 | 12 |
Losing Trades | 24 | 14 | 10 | 36 | 15 | 21 |
Profitability (%) | 63.0769 | 56.25 | 69.697 | 44.6154 | 53.125 | 36.3636 |
Ratio Avg Win / Avg Loss | 0.1868 | 0.6791 | 0.0843 | 1.2292 | 5.9926 | 0.5339 |
Largest Winning Trade | 73505 | 73505 | 42092 | 6370709 | 6370709 | 789867 |
Largest Losing Trade | -995402 | -79315 | -995402 | -8278699 | -533612 | -8278699 |
Avg Bars in Trades | 195 | 230 | 162 | 195 | 230 | 162 |
Avg Bars in Winners | 79 | 93 | 69 | 272 | 319 | 204 |
Avg Bars in Losers | 394 | 406 | 377 | 134 | 128 | 138 |
Bars Traded | 12735 | 7362 | 5373 | 12735 | 7362 | 5373 |
Profit Streak | 15.1611 | 0 | 262.4945 | 0 | 40.6611 | 0 |
Trades During Streak | 1 | 0 | 5 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -714497 | -580000 | -576853 | -717482 | 628102 | -586105 |
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{ "first_band": { "type": "sma", "factors": { "length": 54, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 223, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 54, "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) |
---|