Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -358957.4182 | 341206.5186 | -700163.9368 | -1261361.1295 | -21711089.9843 | 20449728.8547 |
Total P&L (%) | -358.9574 | 341.2065 | -700.1639 | -1261.3611 | -21711.09 | 20449.7289 |
Avg Daily Profit (%) | -0.1964 | 0.1867 | -0.3831 | 0 | 0 | 0.2918 |
Buy And Hold Return (%) | 906.9604 | 906.9604 | 906.9604 | 906.9604 | 906.9604 | 906.9604 |
Max Trade Drawdown | -510227 | -119650 | -729202 | -52903306 | -36868345 | -18899980 |
Profit Factor | 0.7427 | 2.2169 | 0.3719 | 0.9861 | 0.5328 | 1.4612 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 45 | 22 | 23 | 38 | 18 | 20 |
Losing Trades | 33 | 17 | 16 | 40 | 21 | 19 |
Profitability (%) | 57.6923 | 56.4103 | 58.9744 | 48.7179 | 46.1538 | 51.2821 |
Ratio Avg Win / Avg Loss | 0.5447 | 1.713 | 0.2587 | 1.038 | 0.6216 | 1.3881 |
Largest Winning Trade | 208751 | 208751 | 54889 | 34790514 | 9247954 | 34790514 |
Largest Losing Trade | -503817 | -67359 | -503817 | -24047803 | -24047803 | -9953029 |
Avg Bars in Trades | 44 | 37 | 52 | 44 | 37 | 52 |
Avg Bars in Winners | 36 | 26 | 45 | 48 | 41 | 55 |
Avg Bars in Losers | 57 | 52 | 61 | 41 | 34 | 48 |
Bars Traded | 3509 | 1469 | 2040 | 3509 | 1469 | 2040 |
Profit Streak | 47.9238 | 77.9238 | 47.9238 | 0 | 0 | 0 |
Trades During Streak | 3 | 2 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -616863 | -152236 | -579033 | -618387 | -582253 | 362813 |
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{ "first_band": { "type": "ema", "factors": { "length": 105, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 92, "offset": 0 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 105, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 92, "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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