Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -5169972.7504 | 128843.9459 | -5298816.6962 | -12051644.8823 | 15624415.7023 | -27676060.5846 |
Total P&L (%) | -5169.9728 | 128.8439 | -5298.8167 | -12051.6449 | 15624.4157 | -27676.0606 |
Avg Daily Profit (%) | -2.633 | 0.0656 | -2.6987 | 0 | 0.2579 | 0 |
Buy And Hold Return (%) | 2239.0875 | 2239.0875 | 2239.0875 | 2239.0875 | 2239.0875 | 2239.0875 |
Max Trade Drawdown | -5385958 | -106300 | -5401498 | -71145829 | -31781451 | -39389073 |
Profit Factor | 0.0943 | 1.6861 | 0.0402 | 0.8932 | 1.2978 | 0.5419 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 30 | 15 | 15 | 32 | 18 | 14 |
Losing Trades | 28 | 14 | 14 | 26 | 11 | 15 |
Profitability (%) | 51.7241 | 51.7241 | 51.7241 | 55.1724 | 62.069 | 48.2759 |
Ratio Avg Win / Avg Loss | 0.0881 | 1.5737 | 0.0375 | 0.7258 | 0.7931 | 0.5806 |
Largest Winning Trade | 56460 | 56460 | 52610 | 15235936 | 15235936 | 8233307 |
Largest Losing Trade | -5366706 | -31052 | -5366706 | -25153298 | -21915710 | -25153298 |
Avg Bars in Trades | 129 | 122 | 136 | 129 | 122 | 136 |
Avg Bars in Winners | 108 | 91 | 124 | 117 | 144 | 84 |
Avg Bars in Losers | 152 | 154 | 149 | 143 | 85 | 186 |
Bars Traded | 7505 | 3538 | 3967 | 7505 | 3538 | 3967 |
Profit Streak | 402.7573 | 0 | 599.2573 | 0 | 586.2573 | 0 |
Trades During Streak | 1 | 0 | 3 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -759468 | -267727 | -579276 | -759607 | 338033 | -581503 |
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{ "first_band": { "type": "ema", "factors": { "length": 237, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 137, "offset": 160 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 237, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 137, "offset": 160 } } }
# | 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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