Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1555346.5705 | 126833.8046 | -1682180.3752 | 534825.3147 | -7359304.6446 | 7894129.9593 |
Total P&L (%) | -1555.3466 | 126.8338 | -1682.1804 | 534.8253 | -7359.3046 | 7894.13 |
Avg Daily Profit (%) | -0.7923 | 0.0646 | -0.8569 | 0.0942 | 0 | 0.2234 |
Buy And Hold Return (%) | 1202.4374 | 1202.4374 | 1202.4374 | 1202.4374 | 1202.4374 | 1202.4374 |
Max Trade Drawdown | -1717951 | -108636 | -1794553 | -13677306 | -10218416 | -5915421 |
Profit Factor | 0.381 | 1.317 | 0.2037 | 1.0125 | 0.6697 | 1.3831 |
Total Trades | 238 | 119 | 119 | 238 | 119 | 119 |
Winning Trades | 181 | 93 | 88 | 173 | 87 | 86 |
Losing Trades | 57 | 26 | 31 | 65 | 32 | 33 |
Profitability (%) | 76.0504 | 78.1513 | 73.9496 | 72.6891 | 73.1092 | 72.2689 |
Ratio Avg Win / Avg Loss | 0.12 | 0.3682 | 0.0718 | 0.3804 | 0.2463 | 0.5307 |
Largest Winning Trade | 38165 | 38165 | 26227 | 16253012 | 2851024 | 16253012 |
Largest Losing Trade | -1524629 | -64161 | -1524629 | -8599507 | -8599507 | -3814278 |
Avg Bars in Trades | 47 | 50 | 44 | 47 | 50 | 44 |
Avg Bars in Winners | 15 | 16 | 14 | 17 | 17 | 17 |
Avg Bars in Losers | 149 | 173 | 128 | 128 | 142 | 115 |
Bars Traded | 11349 | 6047 | 5302 | 11349 | 6047 | 5302 |
Profit Streak | 402.1737 | 0 | 559.0071 | 402.1737 | 0 | 559.0071 |
Trades During Streak | 1 | 0 | 9 | 1 | 0 | 9 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575570 | -270224 | -576198 | -436278 | -577742 | 404466 |
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{ "first_band": { "type": "fwma", "factors": { "length": 116, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 162, "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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