Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1286370.2202 | -26257.3828 | -1260112.8374 | 201755.5145 | -4509402.2565 | 4711157.771 |
Total P&L (%) | -1286.3702 | -26.2574 | -1260.1128 | 201.7555 | -4509.4023 | 4711.1578 |
Avg Daily Profit (%) | -0.6888 | -0.0141 | -0.6748 | 0.0592 | 0 | 0.2076 |
Buy And Hold Return (%) | 493.7634 | 493.7634 | 493.7634 | 493.7634 | 493.7634 | 493.7634 |
Max Trade Drawdown | -1412840 | -146381 | -1331239 | -6119934 | -5889050 | -1728122 |
Profit Factor | 0.2365 | 0.8854 | 0.1344 | 1.0202 | 0.3683 | 2.6541 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 71 | 36 | 35 | 69 | 34 | 35 |
Losing Trades | 21 | 10 | 11 | 23 | 12 | 11 |
Profitability (%) | 77.1739 | 78.2609 | 76.087 | 75 | 73.913 | 76.087 |
Ratio Avg Win / Avg Loss | 0.07 | 0.246 | 0.0422 | 0.3401 | 0.13 | 0.8341 |
Largest Winning Trade | 16310 | 16310 | 14522 | 3617214 | 387815 | 3617214 |
Largest Losing Trade | -799045 | -80716 | -799045 | -5080363 | -5080363 | -1541049 |
Avg Bars in Trades | 38 | 47 | 28 | 38 | 47 | 28 |
Avg Bars in Winners | 8 | 8 | 8 | 14 | 12 | 17 |
Avg Bars in Losers | 137 | 185 | 94 | 107 | 147 | 64 |
Bars Traded | 3505 | 2178 | 1327 | 3505 | 2178 | 1327 |
Profit Streak | 45.4993 | 45.4993 | 62.4993 | 45.4993 | 45.4993 | 62.4993 |
Trades During Streak | 9 | 4 | 7 | 9 | 4 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575079 | -575548 | -575455 | -474261 | -576112 | 565566 |
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 218, "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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