Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -168116.6458 | 165013.1428 | -333129.7887 | 5303220.084 | -400403.3371 | 5703623.4211 |
Total P&L (%) | -168.1166 | 165.0131 | -333.1298 | 5303.2201 | -400.4033 | 5703.6234 |
Avg Daily Profit (%) | -0.0926 | 0.0909 | -0.1835 | 0.22 | 0 | 0.2239 |
Buy And Hold Return (%) | 183.6782 | 183.6782 | 183.6782 | 183.6782 | 183.6782 | 183.6782 |
Max Trade Drawdown | -493958 | -78684 | -561180 | -1867485 | -1867485 | -830686 |
Profit Factor | 0.7985 | 1.8276 | 0.4753 | 2.1847 | 0.8834 | 6.464 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 47 | 22 | 25 | 39 | 17 | 22 |
Losing Trades | 11 | 7 | 4 | 19 | 12 | 7 |
Profitability (%) | 81.0345 | 75.8621 | 86.2069 | 67.2414 | 58.6207 | 75.8621 |
Ratio Avg Win / Avg Loss | 0.1869 | 0.5815 | 0.076 | 1.0643 | 0.6235 | 2.0567 |
Largest Winning Trade | 36205 | 36205 | 25625 | 3643172 | 930517 | 3643172 |
Largest Losing Trade | -376961 | -78684 | -376961 | -1867485 | -1867485 | -598618 |
Avg Bars in Trades | 83 | 93 | 74 | 83 | 93 | 74 |
Avg Bars in Winners | 40 | 33 | 47 | 49 | 30 | 64 |
Avg Bars in Losers | 267 | 282 | 242 | 153 | 181 | 104 |
Bars Traded | 4855 | 2706 | 2149 | 4855 | 2706 | 2149 |
Profit Streak | 34.3266 | 152.9933 | 34.3266 | 34.3266 | 152.9933 | 34.3266 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -755295 | -232455 | -575798 | -165017 | -578751 | 741948 |
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{ "first_band": { "type": "ema", "factors": { "length": 11, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 228, "offset": 0 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 11, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 228, "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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