Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -110931.5606 | 157734.9476 | -268666.5082 | -1147144.1577 | 2297209.3338 | -3444353.4916 |
Total P&L (%) | -110.9316 | 157.7349 | -268.6665 | -1147.1442 | 2297.2093 | -3444.3535 |
Avg Daily Profit (%) | -0.0589 | 0.0838 | -0.1427 | 0 | 0.1689 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -448335 | -108039 | -432464 | -4812234 | -2243166 | -4786630 |
Profit Factor | 0.8712 | 1.6087 | 0.5539 | 0.8858 | 1.6144 | 0.4538 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 45 | 21 | 24 | 27 | 16 | 11 |
Losing Trades | 19 | 11 | 8 | 37 | 16 | 21 |
Profitability (%) | 70.3125 | 65.625 | 75 | 42.1875 | 50 | 34.375 |
Ratio Avg Win / Avg Loss | 0.3678 | 0.8426 | 0.1846 | 1.2139 | 1.6144 | 0.8663 |
Largest Winning Trade | 90215 | 90215 | 31338 | 1613417 | 1613417 | 763328 |
Largest Losing Trade | -428194 | -49350 | -428194 | -2226749 | -1370197 | -2226749 |
Avg Bars in Trades | 170 | 198 | 142 | 170 | 198 | 142 |
Avg Bars in Winners | 95 | 104 | 87 | 246 | 288 | 185 |
Avg Bars in Losers | 348 | 378 | 307 | 115 | 108 | 119 |
Bars Traded | 10920 | 6357 | 4563 | 10920 | 6357 | 4563 |
Profit Streak | 78.1403 | 78.1403 | 283.1403 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 4 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -720275 | -78268 | -576199 | -725927 | 388646 | -586886 |
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{ "first_band": { "type": "rma", "factors": { "length": 51, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 106, "offset": 0 } } }
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# | 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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