Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -918020.8994 | 128655.2885 | -1046676.1879 | -1237073.6058 | -18249093.1308 | 17012019.5249 |
Total P&L (%) | -918.0209 | 128.6553 | -1046.6762 | -1237.0736 | -18249.0931 | 17012.0195 |
Avg Daily Profit (%) | -0.5033 | 0.0705 | -0.5738 | 0 | 0 | 0.2823 |
Buy And Hold Return (%) | 991.8672 | 991.8672 | 991.8672 | 991.8672 | 991.8672 | 991.8672 |
Max Trade Drawdown | -1074632 | -149767 | -1124026 | -34289521 | -26289042 | -14232611 |
Profit Factor | 0.4676 | 1.4635 | 0.2766 | 0.9824 | 0.4519 | 1.4611 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 54 | 28 | 26 | 43 | 21 | 22 |
Losing Trades | 40 | 19 | 21 | 51 | 26 | 25 |
Profitability (%) | 57.4468 | 59.5745 | 55.3191 | 45.7447 | 44.6809 | 46.8085 |
Ratio Avg Win / Avg Loss | 0.3464 | 0.9931 | 0.2234 | 1.1651 | 0.5595 | 1.6603 |
Largest Winning Trade | 86602 | 86602 | 66267 | 34413554 | 4253803 | 34413554 |
Largest Losing Trade | -676694 | -70335 | -676694 | -19351753 | -19351753 | -14125486 |
Avg Bars in Trades | 55 | 55 | 56 | 55 | 55 | 56 |
Avg Bars in Winners | 41 | 42 | 41 | 60 | 58 | 62 |
Avg Bars in Losers | 75 | 74 | 75 | 51 | 52 | 51 |
Bars Traded | 5253 | 2593 | 2660 | 5253 | 2593 | 2660 |
Profit Streak | 18.462 | 72.1287 | 0 | 0 | 0 | 161.1287 |
Trades During Streak | 1 | 2 | 0 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578999 | -262831 | -580007 | -580515 | -582765 | 400106 |
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{ "first_band": { "type": "ema", "factors": { "length": 89, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 133, "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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