Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1140422.1269 | 130253.3904 | -1270675.5173 | 23885919.7169 | -24665894.5469 | 48551814.2638 |
Total P&L (%) | -1140.4221 | 130.2534 | -1270.6755 | 23885.9197 | -24665.8945 | 48551.8143 |
Avg Daily Profit (%) | -0.5056 | 0.0577 | -0.5634 | 0.2433 | 0 | 0.2747 |
Buy And Hold Return (%) | 596.6683 | 596.6683 | 596.6683 | 596.6683 | 596.6683 | 596.6683 |
Max Trade Drawdown | -1335770 | -77615 | -1420042 | -41964931 | -43446128 | -21290151 |
Profit Factor | 0.3917 | 1.5153 | 0.2166 | 1.2052 | 0.7026 | 2.451 |
Total Trades | 145 | 72 | 73 | 145 | 72 | 73 |
Winning Trades | 118 | 60 | 58 | 100 | 48 | 52 |
Losing Trades | 27 | 12 | 15 | 45 | 24 | 21 |
Profitability (%) | 81.3793 | 83.3333 | 79.4521 | 68.9655 | 66.6667 | 71.2329 |
Ratio Avg Win / Avg Loss | 0.0896 | 0.3031 | 0.056 | 0.5423 | 0.3513 | 0.9898 |
Largest Winning Trade | 27336 | 22035 | 27336 | 16376784 | 4878102 | 16376784 |
Largest Losing Trade | -1135250 | -40839 | -1135250 | -20447936 | -20447936 | -13521697 |
Avg Bars in Trades | 27 | 32 | 22 | 27 | 32 | 22 |
Avg Bars in Winners | 8 | 8 | 7 | 11 | 8 | 13 |
Avg Bars in Losers | 113 | 153 | 82 | 64 | 80 | 45 |
Bars Traded | 4022 | 2348 | 1673 | 4022 | 2348 | 1673 |
Profit Streak | 74.0381 | 74.0381 | 272.0381 | 74.0381 | 74.0381 | 272.0381 |
Trades During Streak | 9 | 4 | 10 | 9 | 4 | 10 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574190 | -355396 | -646857 | 395660 | -656374 | -56576 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 186, "offset": 0 } } }
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 186, "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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