Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -953115.5339 | 376892.706 | -1330008.2399 | 2016908.9556 | 34813125.313 | -32796216.3574 |
Total P&L (%) | -953.1155 | 376.8927 | -1330.0082 | 2016.909 | 34813.1253 | -32796.2164 |
Avg Daily Profit (%) | -0.4213 | 0.1666 | -0.5879 | 0.135 | 0.2592 | 0 |
Buy And Hold Return (%) | 10025 | 10025 | 10025 | 10025 | 10025 | 10025 |
Max Trade Drawdown | -1496400 | -46749 | -1519734 | -52449683 | -8037245 | -67206317 |
Profit Factor | 0.5595 | 2.6023 | 0.3104 | 1.0157 | 2.2351 | 0.6736 |
Total Trades | 175 | 88 | 87 | 175 | 88 | 87 |
Winning Trades | 108 | 57 | 51 | 110 | 57 | 53 |
Losing Trades | 67 | 31 | 36 | 65 | 31 | 34 |
Profitability (%) | 61.7143 | 64.7727 | 58.6207 | 62.8571 | 64.7727 | 60.9195 |
Ratio Avg Win / Avg Loss | 0.3471 | 1.4153 | 0.2191 | 0.6002 | 1.2156 | 0.4321 |
Largest Winning Trade | 50929 | 47415 | 50929 | 10734150 | 7276609 | 10734150 |
Largest Losing Trade | -922477 | -26036 | -922477 | -38706302 | -8037245 | -38706302 |
Avg Bars in Trades | 75 | 43 | 108 | 75 | 43 | 108 |
Avg Bars in Winners | 70 | 34 | 110 | 71 | 35 | 111 |
Avg Bars in Losers | 84 | 59 | 105 | 81 | 58 | 103 |
Bars Traded | 13233 | 3830 | 9403 | 13233 | 3830 | 9403 |
Profit Streak | 0 | 0 | 49.8841 | 0 | 0 | 49.8841 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578342 | -152716 | -579417 | -380495 | 391292 | -578841 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 212, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 157, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 212, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 157, "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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