Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 368203.2106 | 445989.9912 | -77786.7805 | -89044.0037 | 165485.9627 | -254529.9664 |
Total P&L (%) | 368.2032 | 445.99 | -77.7868 | -89.044 | 165.486 | -254.53 |
Avg Daily Profit (%) | 0.2289 | 0.2773 | -0.0484 | -0.1374 | 0.0607 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -261598 | -176829 | -138289 | -411324 | -166031 | -260332 |
Profit Factor | 1.2971 | 1.6385 | 0.8561 | 0.8739 | 1.5516 | 0.3737 |
Total Trades | 280 | 140 | 140 | 280 | 140 | 140 |
Winning Trades | 126 | 59 | 67 | 126 | 59 | 67 |
Losing Trades | 154 | 81 | 73 | 154 | 81 | 73 |
Profitability (%) | 45 | 42.1429 | 47.8571 | 45 | 42.1429 | 47.8571 |
Ratio Avg Win / Avg Loss | 1.5854 | 2.2495 | 0.9328 | 1.0682 | 2.1302 | 0.4071 |
Largest Winning Trade | 344915 | 344915 | 44387 | 319111 | 319111 | 27709 |
Largest Losing Trade | -44892 | -35934 | -44892 | -142348 | -49045 | -142348 |
Avg Bars in Trades | 22 | 24 | 19 | 22 | 24 | 19 |
Avg Bars in Winners | 26 | 27 | 25 | 26 | 27 | 25 |
Avg Bars in Losers | 18 | 22 | 14 | 18 | 22 | 14 |
Bars Traded | 6215 | 3425 | 2790 | 6215 | 3425 | 2790 |
Profit Streak | 0 | 0 | 28.0432 | 0 | 0 | 28.0432 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 318366 | 303233 | -580976 | -579313 | -112074 | -580976 |
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 82 } }, "second_band": { "type": "ema", "factors": { "length": 171, "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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