Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1284187.0494 | 172738.7463 | -1456925.7957 | 1571427.1162 | -8157511.1986 | 9728938.3148 |
Total P&L (%) | -1284.187 | 172.7387 | -1456.9258 | 1571.4271 | -8157.5112 | 9728.9383 |
Avg Daily Profit (%) | -0.654 | 0.088 | -0.742 | 0.1435 | 0 | 0.2339 |
Buy And Hold Return (%) | 1197.094 | 1197.094 | 1197.094 | 1197.094 | 1197.094 | 1197.094 |
Max Trade Drawdown | -1469736 | -75468 | -1535565 | -10061557 | -9056435 | -4197302 |
Profit Factor | 0.4465 | 1.3985 | 0.2278 | 1.0422 | 0.6045 | 1.587 |
Total Trades | 192 | 96 | 96 | 192 | 96 | 96 |
Winning Trades | 108 | 52 | 56 | 104 | 49 | 55 |
Losing Trades | 84 | 44 | 40 | 88 | 47 | 41 |
Profitability (%) | 56.25 | 54.1667 | 58.3333 | 54.1667 | 51.0417 | 57.2917 |
Ratio Avg Win / Avg Loss | 0.3473 | 1.1833 | 0.1627 | 0.8819 | 0.5798 | 1.183 |
Largest Winning Trade | 67521 | 67521 | 36662 | 13283393 | 1844918 | 13283393 |
Largest Losing Trade | -1258838 | -65258 | -1258838 | -6865927 | -6865927 | -2943799 |
Avg Bars in Trades | 39 | 45 | 33 | 39 | 45 | 33 |
Avg Bars in Winners | 25 | 30 | 20 | 26 | 31 | 22 |
Avg Bars in Losers | 57 | 62 | 52 | 54 | 59 | 49 |
Bars Traded | 7596 | 4336 | 3260 | 7596 | 4336 | 3260 |
Profit Streak | 428.3608 | 428.3608 | 429.8608 | 428.3608 | 428.3608 | 429.8608 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577623 | -239771 | -579033 | -242345 | -580355 | 423889 |
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{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 96, "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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