Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1416222.98 | -139402.3555 | -1276820.6245 | 65952.6544 | -6251538.4111 | 6317491.0654 |
Total P&L (%) | -1416.223 | -139.4024 | -1276.8206 | 65.9527 | -6251.5384 | 6317.4911 |
Avg Daily Profit (%) | -0.7665 | -0.0754 | -0.691 | 0.0274 | 0 | 0.2255 |
Buy And Hold Return (%) | 67.422 | 67.422 | 67.422 | 67.422 | 67.422 | 67.422 |
Max Trade Drawdown | -1432916 | -230859 | -1281446 | -5601786 | -6321047 | -1259161 |
Profit Factor | 0.2327 | 0.5749 | 0.1588 | 1.0063 | 0.1489 | 3.0301 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 29 | 12 | 17 | 25 | 9 | 16 |
Losing Trades | 30 | 17 | 13 | 34 | 20 | 14 |
Profitability (%) | 49.1525 | 41.3793 | 56.6667 | 42.3729 | 31.0345 | 53.3333 |
Ratio Avg Win / Avg Loss | 0.2407 | 0.8144 | 0.1214 | 1.3686 | 0.3308 | 2.6514 |
Largest Winning Trade | 41475 | 41475 | 40900 | 6142021 | 706682 | 6142021 |
Largest Losing Trade | -889307 | -61818 | -889307 | -2790082 | -2790082 | -1026976 |
Avg Bars in Trades | 116 | 143 | 89 | 116 | 143 | 89 |
Avg Bars in Winners | 70 | 76 | 67 | 102 | 113 | 96 |
Avg Bars in Losers | 159 | 190 | 119 | 125 | 156 | 81 |
Bars Traded | 6848 | 4159 | 2689 | 6848 | 4159 | 2689 |
Profit Streak | 139.8317 | 139.8317 | 140.0817 | 139.8317 | 139.8317 | 140.0817 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -759256 | -583614 | -579000 | -716732 | -587637 | 554016 |
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{ "first_band": { "type": "ema", "factors": { "length": 41, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 164, "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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