Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2800737.5726 | -57641.5582 | -2743096.0145 | -98306.6072 | 20145419.6804 | -20243726.2876 |
Total P&L (%) | -2800.7376 | -57.6416 | -2743.096 | -98.3066 | 20145.4197 | -20243.7263 |
Avg Daily Profit (%) | -1.3707 | -0.0282 | -1.3425 | -0.1994 | 0.2602 | 0 |
Buy And Hold Return (%) | 2985.1345 | 2985.1345 | 2985.1345 | 2985.1345 | 2985.1345 | 2985.1345 |
Max Trade Drawdown | -2825979 | -166592 | -2798121 | -34943654 | -3091630 | -32642556 |
Profit Factor | 0.2159 | 0.8745 | 0.1188 | 0.9979 | 4.0414 | 0.4918 |
Total Trades | 177 | 88 | 89 | 177 | 88 | 89 |
Winning Trades | 138 | 67 | 71 | 100 | 52 | 48 |
Losing Trades | 39 | 21 | 18 | 77 | 36 | 41 |
Profitability (%) | 77.9661 | 76.1364 | 79.7753 | 56.4972 | 59.0909 | 53.9326 |
Ratio Avg Win / Avg Loss | 0.061 | 0.2741 | 0.0301 | 0.7684 | 2.7979 | 0.4201 |
Largest Winning Trade | 23512 | 23512 | 19116 | 12980623 | 12980623 | 5706803 |
Largest Losing Trade | -1542081 | -78122 | -1542081 | -28065788 | -3091630 | -28065788 |
Avg Bars in Trades | 44 | 49 | 39 | 44 | 49 | 39 |
Avg Bars in Winners | 12 | 13 | 10 | 32 | 38 | 25 |
Avg Bars in Losers | 158 | 163 | 152 | 60 | 66 | 56 |
Bars Traded | 7894 | 4373 | 3520 | 7894 | 4373 | 3520 |
Profit Streak | 284.0308 | 404.0308 | 284.0308 | 284.0308 | 404.0308 | 284.0308 |
Trades During Streak | 2 | 6 | 1 | 2 | 6 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575257 | -576034 | -576368 | -578040 | 638386 | -579996 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 180, "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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