Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2026119.1389 | 221065.2069 | -2247184.3459 | -35324139.3869 | 49866022.1497 | -85190161.5366 |
Total P&L (%) | -2026.1191 | 221.0652 | -2247.1843 | -35324.1394 | 49866.0222 | -85190.1615 |
Avg Daily Profit (%) | -0.8937 | 0.0975 | -0.9913 | 0 | 0.2745 | 0 |
Buy And Hold Return (%) | 9735.9564 | 9735.9564 | 9735.9564 | 9735.9564 | 9735.9564 | 9735.9564 |
Max Trade Drawdown | -2185226 | -72253 | -2311892 | -141302243 | -22375305 | -142713374 |
Profit Factor | 0.3368 | 1.82 | 0.1932 | 0.8831 | 1.6533 | 0.6228 |
Total Trades | 171 | 86 | 85 | 171 | 86 | 85 |
Winning Trades | 93 | 48 | 45 | 90 | 47 | 43 |
Losing Trades | 78 | 38 | 40 | 81 | 39 | 42 |
Profitability (%) | 54.386 | 55.814 | 52.9412 | 52.6316 | 54.6512 | 50.5882 |
Ratio Avg Win / Avg Loss | 0.2825 | 1.4408 | 0.1718 | 0.7948 | 1.3719 | 0.6083 |
Largest Winning Trade | 48463 | 47341 | 48463 | 17258110 | 17258110 | 14555559 |
Largest Losing Trade | -1782280 | -23371 | -1782280 | -60479727 | -11612224 | -60479727 |
Avg Bars in Trades | 51 | 29 | 74 | 51 | 29 | 74 |
Avg Bars in Winners | 48 | 26 | 73 | 52 | 28 | 77 |
Avg Bars in Losers | 55 | 34 | 75 | 51 | 31 | 70 |
Bars Traded | 8862 | 2568 | 6294 | 8862 | 2568 | 6294 |
Profit Streak | 0 | 0 | 0 | 18.843 | 62.593 | 18.843 |
Trades During Streak | 0 | 0 | 0 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -579313 | -225516 | -580723 | -578068 | 395030 | -580467 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 153, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 150, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 153, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 150, "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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