Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1074874.0195 | -999.9441 | -1073874.0755 | -1053097.0656 | -5254688.8229 | 4201591.7573 |
Total P&L (%) | -1074.874 | -0.9999 | -1073.8741 | -1053.0971 | -5254.6888 | 4201.5918 |
Avg Daily Profit (%) | -0.5923 | -0.0006 | -0.5918 | 0 | 0 | 0.2075 |
Buy And Hold Return (%) | 571.6652 | 571.6652 | 571.6652 | 571.6652 | 571.6652 | 571.6652 |
Max Trade Drawdown | -1137915 | -181839 | -1099687 | -15179664 | -10796649 | -4697775 |
Profit Factor | 0.3394 | 0.9965 | 0.1973 | 0.9528 | 0.6057 | 1.4674 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 41 | 22 | 19 | 28 | 13 | 15 |
Losing Trades | 24 | 11 | 13 | 37 | 20 | 17 |
Profitability (%) | 63.0769 | 66.6667 | 59.375 | 43.0769 | 39.3939 | 46.875 |
Ratio Avg Win / Avg Loss | 0.1987 | 0.4983 | 0.135 | 1.2591 | 0.9319 | 1.6631 |
Largest Winning Trade | 46883 | 46883 | 25205 | 5804497 | 1897054 | 5804497 |
Largest Losing Trade | -540719 | -73341 | -540719 | -9368651 | -9368651 | -3847076 |
Avg Bars in Trades | 81 | 86 | 76 | 81 | 86 | 76 |
Avg Bars in Winners | 37 | 41 | 32 | 85 | 88 | 83 |
Avg Bars in Losers | 155 | 175 | 139 | 77 | 84 | 69 |
Bars Traded | 5276 | 2841 | 2435 | 5276 | 2841 | 2435 |
Profit Streak | 21.5368 | 168.5368 | 0 | 0 | 0 | 146.8702 |
Trades During Streak | 1 | 4 | 0 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -714532 | -577259 | -579595 | -718081 | -584927 | 361244 |
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{ "first_band": { "type": "ema", "factors": { "length": 19, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 102, "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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