Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1308157.668 | 8341.064 | -1316498.732 | 53481.4332 | 7414751.3831 | -7361269.9499 |
Total P&L (%) | -1308.1577 | 8.3411 | -1316.4987 | 53.4814 | 7414.7514 | -7361.27 |
Avg Daily Profit (%) | -0.6963 | 0.0044 | -0.7008 | 0.0228 | 0.2302 | 0 |
Buy And Hold Return (%) | 630.5377 | 630.5377 | 630.5377 | 630.5377 | 630.5377 | 630.5377 |
Max Trade Drawdown | -1528447 | -234695 | -1323234 | -8880455 | -1348664 | -13303013 |
Profit Factor | 0.3281 | 1.0249 | 0.1833 | 1.0029 | 4.2951 | 0.5471 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 28 | 13 | 15 | 32 | 20 | 12 |
Losing Trades | 31 | 17 | 14 | 27 | 10 | 17 |
Profitability (%) | 47.4576 | 43.3333 | 51.7241 | 54.2373 | 66.6667 | 41.3793 |
Ratio Avg Win / Avg Loss | 0.3632 | 1.3403 | 0.1711 | 0.8462 | 2.1476 | 0.775 |
Largest Winning Trade | 168570 | 168570 | 34971 | 4157438 | 3560128 | 4157438 |
Largest Losing Trade | -576556 | -52940 | -576556 | -8194819 | -1273381 | -8194819 |
Avg Bars in Trades | 90 | 71 | 109 | 90 | 71 | 109 |
Avg Bars in Winners | 71 | 37 | 100 | 97 | 80 | 127 |
Avg Bars in Losers | 107 | 97 | 119 | 81 | 54 | 97 |
Bars Traded | 5335 | 2149 | 3186 | 5335 | 2149 | 3186 |
Profit Streak | 27.808 | 36.4747 | 0 | 27.808 | 36.4747 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -760725 | -547893 | -580609 | -725600 | 656295 | -584185 |
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{ "first_band": { "type": "ema", "factors": { "length": 223, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 184, "offset": 0 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 223, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 184, "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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