Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1392480.4106 | 1247409.0584 | 145071.3522 | 15566108.6155 | 5872583.7981 | 9693524.8174 |
Total P&L (%) | 1392.4804 | 1247.4091 | 145.0714 | 15566.1086 | 5872.5838 | 9693.5248 |
Avg Daily Profit (%) | 0.7452 | 0.6675 | 0.0776 | 0.2708 | 0.2191 | 0.2456 |
Buy And Hold Return (%) | 447.0136 | 447.0136 | 447.0136 | 447.0136 | 447.0136 | 447.0136 |
Max Trade Drawdown | -109277 | -83006 | -56011 | -36195765 | -17664863 | -20292994 |
Profit Factor | 2.968 | 4.4537 | 1.4188 | 1.1199 | 1.0916 | 1.1475 |
Total Trades | 157 | 79 | 78 | 157 | 79 | 78 |
Winning Trades | 81 | 34 | 47 | 81 | 34 | 47 |
Losing Trades | 76 | 45 | 31 | 76 | 45 | 31 |
Profitability (%) | 51.5924 | 43.038 | 60.2564 | 51.5924 | 43.038 | 60.2564 |
Ratio Avg Win / Avg Loss | 2.7848 | 5.8947 | 0.9358 | 1.0508 | 1.4448 | 0.7568 |
Largest Winning Trade | 532598 | 532598 | 64897 | 16858120 | 16662496 | 16858120 |
Largest Losing Trade | -36482 | -28005 | -36482 | -11500477 | -4651038 | -11500477 |
Avg Bars in Trades | 34 | 25 | 44 | 34 | 25 | 44 |
Avg Bars in Winners | 47 | 38 | 54 | 47 | 38 | 54 |
Avg Bars in Losers | 20 | 14 | 29 | 20 | 14 | 29 |
Bars Traded | 5468 | 1984 | 3484 | 5468 | 1984 | 3484 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 589889 | -13256 | -288781 | -78955 | -140915 | -84393 |
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{ "first_band": { "type": "ema", "factors": { "length": 76, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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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