Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -8869018.875 | 228394.6237 | -9097413.4987 | 530448317.0546 | -418074802.4759 | 948523119.5305 |
Total P&L (%) | -8869.0189 | 228.3946 | -9097.4135 | 530448.3171 | -418074.8025 | 948523.1195 |
Avg Daily Profit (%) | -3.9099 | 0.1007 | -4.0106 | 0.3788 | 0 | 0.4045 |
Buy And Hold Return (%) | 9903.3315 | 9903.3315 | 9903.3315 | 9903.3315 | 9903.3315 | 9903.3315 |
Max Trade Drawdown | -9135372 | -49626 | -9173796 | -534251325 | -567277868 | -324342428 |
Profit Factor | 0.0727 | 2.5921 | 0.0344 | 1.4661 | 0.3941 | 3.1167 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 71 | 36 | 35 | 31 | 17 | 14 |
Losing Trades | 14 | 7 | 7 | 54 | 26 | 28 |
Profitability (%) | 83.5294 | 83.7209 | 83.3333 | 36.4706 | 39.5349 | 33.3333 |
Ratio Avg Win / Avg Loss | 0.0143 | 0.504 | 0.0069 | 2.5538 | 0.6027 | 6.2334 |
Largest Winning Trade | 41776 | 32015 | 41776 | 1004148687 | 111799993 | 1004148687 |
Largest Losing Trade | -9133025 | -44217 | -9133025 | -244885658 | -244885658 | -56582436 |
Avg Bars in Trades | 75 | 82 | 68 | 75 | 82 | 68 |
Avg Bars in Winners | 41 | 50 | 31 | 119 | 126 | 109 |
Avg Bars in Losers | 249 | 245 | 253 | 50 | 53 | 48 |
Bars Traded | 6436 | 3548 | 2888 | 6436 | 3548 | 2888 |
Profit Streak | 133.8996 | 133.8996 | 241.8996 | 133.8996 | 133.8996 | 344.5663 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574657 | -216906 | -575549 | 292512 | -583836 | 383278 |
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{ "first_band": { "type": "ema", "factors": { "length": 3, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 227, "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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