Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 155336.8789 | 252057.8963 | -96721.0174 | 730208.3732 | 87552.6749 | 642655.6983 |
Total P&L (%) | 155.3369 | 252.0579 | -96.721 | 730.2084 | 87.5527 | 642.6557 |
Avg Daily Profit (%) | 0.0974 | 0.1581 | -0.0607 | 0.1328 | 0.0395 | 0.1258 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -237255 | -66627 | -262000 | -1372435 | -558793 | -1548043 |
Profit Factor | 1.1915 | 1.9952 | 0.8266 | 1.1954 | 1.0519 | 1.3134 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 60 | 28 | 32 | 46 | 22 | 24 |
Losing Trades | 32 | 18 | 14 | 46 | 24 | 22 |
Profitability (%) | 65.2174 | 60.8696 | 69.5652 | 50 | 47.8261 | 52.1739 |
Ratio Avg Win / Avg Loss | 0.6355 | 1.2826 | 0.3616 | 1.1954 | 1.1475 | 1.204 |
Largest Winning Trade | 77335 | 77335 | 37675 | 706084 | 282599 | 706084 |
Largest Losing Trade | -237255 | -51837 | -237255 | -465455 | -396723 | -465455 |
Avg Bars in Trades | 66 | 73 | 60 | 66 | 73 | 60 |
Avg Bars in Winners | 48 | 50 | 46 | 76 | 94 | 59 |
Avg Bars in Losers | 100 | 108 | 91 | 57 | 53 | 60 |
Bars Traded | 6126 | 3362 | 2763 | 6126 | 3362 | 2763 |
Profit Streak | 21.2619 | 55.0119 | 0 | 21.2619 | 55.0119 | 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 | -71366 | 431551 | -578168 | -20085 | -303852 | -24072 |
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{ "first_band": { "type": "ema", "factors": { "length": 204, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 198 } } }
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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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