Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 297970.9863 | 76976.4121 | 220994.5743 | -101164.3257 | 1037.0188 | -102201.3445 |
Total P&L (%) | 297.971 | 76.9764 | 220.9946 | -101.1643 | 1.037 | -102.2013 |
Avg Daily Profit (%) | 0.179 | 0.0462 | 0.1327 | 0 | 0.0006 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -173252 | -110133 | -133022 | -219719 | -62322 | -187549 |
Profit Factor | 1.4107 | 1.2148 | 1.6019 | 0.6053 | 1.0157 | 0.4623 |
Total Trades | 157 | 78 | 79 | 157 | 78 | 79 |
Winning Trades | 97 | 42 | 55 | 63 | 37 | 26 |
Losing Trades | 60 | 36 | 24 | 94 | 41 | 53 |
Profitability (%) | 61.7834 | 53.8462 | 69.6203 | 40.1274 | 47.4359 | 32.9114 |
Ratio Avg Win / Avg Loss | 0.8726 | 1.0413 | 0.699 | 0.9032 | 1.1255 | 0.9425 |
Largest Winning Trade | 57272 | 57272 | 48040 | 70129 | 32925 | 70129 |
Largest Losing Trade | -100237 | -50287 | -100237 | -183623 | -62322 | -183623 |
Avg Bars in Trades | 62 | 64 | 60 | 62 | 64 | 60 |
Avg Bars in Winners | 54 | 56 | 52 | 72 | 74 | 69 |
Avg Bars in Losers | 75 | 73 | 77 | 55 | 55 | 55 |
Bars Traded | 9782 | 5023 | 4759 | 9782 | 5023 | 4759 |
Profit Streak | 14.5008 | 0 | 25.0008 | 0 | 20.5008 | 0 |
Trades During Streak | 1 | 0 | 3 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 341156 | -165559 | -38252 | -583794 | -595459 | -614381 |
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{ "first_band": { "type": "ema", "factors": { "length": 126, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 111 } } }
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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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