Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1244274.5352 | -32002.9936 | -1212271.5416 | -958024.608 | -6226294.2316 | 5268269.6236 |
Total P&L (%) | -1244.2745 | -32.003 | -1212.2715 | -958.0246 | -6226.2942 | 5268.2696 |
Avg Daily Profit (%) | -0.685 | -0.0176 | -0.6674 | 0 | 0 | 0.2195 |
Buy And Hold Return (%) | 584.5231 | 584.5231 | 584.5231 | 584.5231 | 584.5231 | 584.5231 |
Max Trade Drawdown | -1294387 | -183355 | -1229043 | -14379719 | -9865307 | -5659373 |
Profit Factor | 0.3133 | 0.8941 | 0.197 | 0.9607 | 0.5155 | 1.4576 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 36 | 18 | 18 | 29 | 13 | 16 |
Losing Trades | 29 | 15 | 14 | 36 | 20 | 16 |
Profitability (%) | 55.3846 | 54.5455 | 56.25 | 44.6154 | 39.3939 | 50 |
Ratio Avg Win / Avg Loss | 0.2524 | 0.7451 | 0.1532 | 1.1926 | 0.7931 | 1.4576 |
Largest Winning Trade | 41990 | 41990 | 40681 | 9064049 | 2406932 | 9064049 |
Largest Losing Trade | -651777 | -67395 | -651777 | -8150570 | -8150570 | -3710944 |
Avg Bars in Trades | 161 | 165 | 157 | 161 | 165 | 157 |
Avg Bars in Winners | 86 | 95 | 77 | 164 | 176 | 154 |
Avg Bars in Losers | 254 | 249 | 259 | 159 | 158 | 160 |
Bars Traded | 10510 | 5473 | 5037 | 10510 | 5473 | 5037 |
Profit Streak | 38.7911 | 65.7911 | 0 | 0 | 0 | 158.7911 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -715533 | -579654 | -580000 | -717482 | -584927 | 366627 |
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{ "first_band": { "type": "ema", "factors": { "length": 144, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 207, "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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