Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 470027.7387 | 375895.3466 | 94132.3921 | -789701.9866 | -2525236.6101 | 1735534.6236 |
Total P&L (%) | 470.0277 | 375.8953 | 94.1324 | -789.702 | -2525.2366 | 1735.5346 |
Avg Daily Profit (%) | 0.2466 | 0.1972 | 0.0494 | 0 | 0 | 0.1528 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -241675 | -150693 | -225413 | -14214034 | -7186872 | -9024901 |
Profit Factor | 1.352 | 1.655 | 1.1237 | 0.9786 | 0.8567 | 1.0902 |
Total Trades | 325 | 163 | 162 | 325 | 163 | 162 |
Winning Trades | 202 | 92 | 110 | 135 | 78 | 57 |
Losing Trades | 123 | 71 | 52 | 190 | 85 | 105 |
Profitability (%) | 62.1538 | 56.4417 | 67.9012 | 41.5385 | 47.8528 | 35.1852 |
Ratio Avg Win / Avg Loss | 0.8233 | 1.2772 | 0.5312 | 1.3773 | 0.9336 | 2.0083 |
Largest Winning Trade | 59132 | 59132 | 34467 | 4660973 | 2018401 | 4660973 |
Largest Losing Trade | -187030 | -40268 | -187030 | -2451246 | -2451246 | -1563504 |
Avg Bars in Trades | 17 | 17 | 16 | 17 | 17 | 16 |
Avg Bars in Winners | 13 | 15 | 11 | 22 | 21 | 24 |
Avg Bars in Losers | 24 | 21 | 27 | 13 | 14 | 12 |
Bars Traded | 5654 | 2927 | 2728 | 5654 | 2927 | 2728 |
Profit Streak | 6.0911 | 6.0911 | 20.0911 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 413121 | 422192 | -209191 | -580424 | -581036 | -117748 |
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{ "first_band": { "type": "ema", "factors": { "length": 30, "offset": 0 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 36 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 30, "offset": 0 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 36 } } }
# | 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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