Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -797281.8037 | 390948.0058 | -1188229.8095 | 190593933.9444 | -34691911.6536 | 225285845.598 |
Total P&L (%) | -797.2818 | 390.948 | -1188.2298 | 190593.9339 | -34691.9117 | 225285.8456 |
Avg Daily Profit (%) | -0.4313 | 0.2115 | -0.6427 | 0.4094 | 0 | 0.4185 |
Buy And Hold Return (%) | 22.9327 | 22.9327 | 22.9327 | 22.9327 | 22.9327 | 22.9327 |
Max Trade Drawdown | -1365659 | -42046 | -211417 | -121355623 | -91898132 | -67167839 |
Profit Factor | 0.5481 | 3.7268 | 0.2669 | 1.5212 | 0.8583 | 2.8644 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 45 | 20 | 25 | 29 | 14 | 15 |
Losing Trades | 29 | 17 | 12 | 45 | 23 | 22 |
Profitability (%) | 60.8108 | 54.0541 | 67.5676 | 39.1892 | 37.8378 | 40.5405 |
Ratio Avg Win / Avg Loss | 0.3532 | 3.1678 | 0.1281 | 2.3605 | 1.4101 | 4.2012 |
Largest Winning Trade | 123979 | 123979 | 80359 | 171097564 | 104727274 | 171097564 |
Largest Losing Trade | -1365659 | -38793 | -1365659 | -40528561 | -40528561 | -27763872 |
Avg Bars in Trades | 70 | 53 | 87 | 70 | 53 | 87 |
Avg Bars in Winners | 70 | 64 | 75 | 69 | 62 | 77 |
Avg Bars in Losers | 70 | 40 | 113 | 70 | 47 | 94 |
Bars Traded | 5203 | 1969 | 3234 | 5203 | 1969 | 3234 |
Profit Streak | 42.4523 | 0 | 66.7857 | 42.4523 | 0 | 66.7857 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -647325 | 544012 | -577936 | -60055 | -583835 | 441325 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 161, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 222, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 161, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 222, "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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