Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 214802.8985 | -43294.5276 | 258097.4261 | 292430.2676 | -180589.9254 | 473020.193 |
Total P&L (%) | 214.8029 | -43.2945 | 258.0974 | 292.4303 | -180.5899 | 473.0202 |
Avg Daily Profit (%) | 0.1409 | -0.0284 | 0.1693 | 0.0897 | 0 | 0.1146 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -84980 | -97981 | -19265 | -184175 | -221174 | -51590 |
Profit Factor | 1.8793 | 0.7764 | 6.0898 | 1.4462 | 0.6567 | 4.6545 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 29 | 9 | 20 | 29 | 9 | 20 |
Losing Trades | 32 | 21 | 11 | 32 | 21 | 11 |
Profitability (%) | 47.541 | 30 | 64.5161 | 47.541 | 30 | 64.5161 |
Ratio Avg Win / Avg Loss | 2.0737 | 1.8115 | 3.3494 | 1.5958 | 1.5322 | 2.56 |
Largest Winning Trade | 53845 | 36577 | 53845 | 123704 | 96924 | 123704 |
Largest Losing Trade | -28020 | -28020 | -12101 | -110854 | -110854 | -51590 |
Avg Bars in Trades | 45 | 31 | 59 | 45 | 31 | 59 |
Avg Bars in Winners | 62 | 54 | 66 | 62 | 54 | 66 |
Avg Bars in Losers | 30 | 21 | 46 | 30 | 21 | 46 |
Bars Traded | 2776 | 938 | 1838 | 2776 | 938 | 1838 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -168327 | -585825 | 638234 | -238046 | -585825 | -30650 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 172 } }, "second_band": { "type": "ema", "factors": { "length": 162, "offset": 0 } } }
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 172 } }, "second_band": { "type": "ema", "factors": { "length": 162, "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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