Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -3357103.1277 | -259637.0314 | -3097466.0962 | -99986.523 | 4688746.047 | -4788732.5699 |
Total P&L (%) | -3357.1031 | -259.637 | -3097.4661 | -99.9865 | 4688.746 | -4788.7326 |
Avg Daily Profit (%) | -1.4508 | -0.1122 | -1.3386 | -0.3844 | 0.1673 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -3447138 | -248835 | -3197650 | -7975708 | -142295 | -8745742 |
Profit Factor | 0.1268 | 0.4141 | 0.0894 | 0.9893 | 13.2714 | 0.4649 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 40 | 16 | 24 | 34 | 17 | 17 |
Losing Trades | 25 | 16 | 9 | 31 | 15 | 16 |
Profitability (%) | 61.5385 | 50 | 72.7273 | 52.3077 | 53.125 | 51.5152 |
Ratio Avg Win / Avg Loss | 0.0792 | 0.4141 | 0.0335 | 0.902 | 11.71 | 0.4375 |
Largest Winning Trade | 53804 | 26209 | 53804 | 2847225 | 2847225 | 2101948 |
Largest Losing Trade | -2610290 | -81434 | -2610290 | -7164157 | -142295 | -7164157 |
Avg Bars in Trades | 136 | 145 | 128 | 136 | 145 | 128 |
Avg Bars in Winners | 82 | 91 | 76 | 145 | 173 | 118 |
Avg Bars in Losers | 223 | 199 | 266 | 127 | 114 | 139 |
Bars Traded | 8902 | 4659 | 4243 | 8902 | 4659 | 4243 |
Profit Streak | 81.2102 | 81.2102 | 281.2102 | 81.2102 | 81.2102 | 340.4602 |
Trades During Streak | 5 | 2 | 5 | 5 | 2 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -713822 | -579847 | -576464 | -715019 | 634393 | -579202 |
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{ "first_band": { "type": "ema", "factors": { "length": 90, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 172, "offset": 0, "std": 1.66218 } } }
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# | 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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