Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2668592.3376 | -44135.7615 | -2624456.5762 | -98839.5368 | 10570892.1587 | -10669731.6956 |
Total P&L (%) | -2668.5923 | -44.1358 | -2624.4566 | -98.8395 | 10570.8922 | -10669.7317 |
Avg Daily Profit (%) | -1.1552 | -0.0191 | -1.1361 | -0.1927 | 0.2024 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -2850663 | -220326 | -2753377 | -34928767 | -3810494 | -36057886 |
Profit Factor | 0.2559 | 0.9105 | 0.1514 | 0.9979 | 2.4564 | 0.7248 |
Total Trades | 197 | 98 | 99 | 197 | 98 | 99 |
Winning Trades | 158 | 75 | 83 | 138 | 65 | 73 |
Losing Trades | 39 | 23 | 16 | 59 | 33 | 26 |
Profitability (%) | 80.203 | 76.5306 | 83.8384 | 70.0508 | 66.3265 | 73.7374 |
Ratio Avg Win / Avg Loss | 0.0632 | 0.2792 | 0.0292 | 0.4266 | 1.2471 | 0.2581 |
Largest Winning Trade | 23732 | 23732 | 21473 | 7598580 | 2218271 | 7598580 |
Largest Losing Trade | -2391073 | -83373 | -2391073 | -22760574 | -3448020 | -22760574 |
Avg Bars in Trades | 32 | 39 | 26 | 32 | 39 | 26 |
Avg Bars in Winners | 9 | 9 | 8 | 12 | 12 | 13 |
Avg Bars in Losers | 128 | 137 | 115 | 79 | 92 | 61 |
Bars Traded | 6434 | 3853 | 2581 | 6434 | 3853 | 2581 |
Profit Streak | 78.1442 | 78.1442 | 124.4775 | 78.1442 | 78.1442 | 124.4775 |
Trades During Streak | 17 | 8 | 10 | 17 | 8 | 10 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574086 | -575751 | -574659 | -575396 | 551927 | -575844 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 136, "offset": 0 } } }
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 136, "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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