Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -6589714.2347 | 161151.1173 | -6750865.352 | 128746624.0669 | -66762659.6932 | 195509283.7601 |
Total P&L (%) | -6589.7142 | 161.1511 | -6750.8654 | 128746.6241 | -66762.6597 | 195509.2838 |
Avg Daily Profit (%) | -2.9184 | 0.0714 | -2.9898 | 0.3177 | 0 | 0.3362 |
Buy And Hold Return (%) | 9531.8846 | 9531.8846 | 9531.8846 | 9531.8846 | 9531.8846 | 9531.8846 |
Max Trade Drawdown | -6731080 | -40383 | -6820184 | -113746704 | -94496331 | -77080548 |
Profit Factor | 0.0745 | 2.8392 | 0.04 | 1.5767 | 0.4435 | 2.8929 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 49 | 25 | 24 | 25 | 12 | 13 |
Losing Trades | 17 | 8 | 9 | 41 | 21 | 20 |
Profitability (%) | 74.2424 | 75.7576 | 72.7273 | 37.8788 | 36.3636 | 39.3939 |
Ratio Avg Win / Avg Loss | 0.0258 | 0.9086 | 0.015 | 2.5858 | 0.7761 | 4.4506 |
Largest Winning Trade | 37867 | 37867 | 35191 | 191986334 | 23902076 | 191986334 |
Largest Losing Trade | -6731080 | -25691 | -6731080 | -21574001 | -21574001 | -15085896 |
Avg Bars in Trades | 126 | 123 | 130 | 126 | 123 | 130 |
Avg Bars in Winners | 75 | 83 | 67 | 160 | 171 | 149 |
Avg Bars in Losers | 274 | 248 | 297 | 106 | 96 | 117 |
Bars Traded | 8376 | 4079 | 4297 | 8376 | 4079 | 4297 |
Profit Streak | 122.408 | 122.408 | 247.158 | 122.408 | 122.408 | 451.908 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -705176 | -256903 | -576885 | -120603 | -585540 | 428894 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 79, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 218, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 79, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 218, "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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