Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1168481.4573 | 40587.2831 | -1209068.7405 | -3484860.596 | 5649886.5134 | -9134747.1094 |
Total P&L (%) | -1168.4815 | 40.5873 | -1209.0687 | -3484.8606 | 5649.8865 | -9134.7471 |
Avg Daily Profit (%) | -0.6438 | 0.0224 | -0.6662 | 0 | 0.2235 | 0 |
Buy And Hold Return (%) | 713.6133 | 713.6133 | 713.6133 | 713.6133 | 713.6133 | 713.6133 |
Max Trade Drawdown | -475970 | -70463 | -470511 | -39240847 | -5264008 | -34909714 |
Profit Factor | 0.3666 | 1.1717 | 0.2483 | 0.9392 | 1.3736 | 0.7833 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 52 | 24 | 28 | 53 | 25 | 28 |
Losing Trades | 40 | 22 | 18 | 39 | 21 | 18 |
Profitability (%) | 56.5217 | 52.1739 | 60.8696 | 57.6087 | 54.3478 | 60.8696 |
Ratio Avg Win / Avg Loss | 0.282 | 1.0741 | 0.1596 | 0.6911 | 1.1538 | 0.5035 |
Largest Winning Trade | 54726 | 54726 | 36700 | 12779844 | 8803990 | 12779844 |
Largest Losing Trade | -821966 | -31819 | -821966 | -26211823 | -2019003 | -26211823 |
Avg Bars in Trades | 55 | 39 | 71 | 55 | 39 | 71 |
Avg Bars in Winners | 47 | 36 | 57 | 50 | 47 | 53 |
Avg Bars in Losers | 66 | 43 | 94 | 62 | 30 | 100 |
Bars Traded | 5124 | 1829 | 3295 | 5124 | 1829 | 3295 |
Profit Streak | 0 | 0 | 0 | 43.0976 | 44.4309 | 43.0976 |
Trades During Streak | 0 | 0 | 0 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -579687 | -360051 | -579295 | -578124 | 374283 | -578743 |
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{ "first_band": { "type": "midprice", "factors": { "length": 156, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 202, "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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