Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -3168599.6555 | -69248.9542 | -3099350.7013 | -2747736.5955 | -24168565.0756 | 21420828.4801 |
Total P&L (%) | -3168.5997 | -69.249 | -3099.3507 | -2747.7366 | -24168.5651 | 21420.8285 |
Avg Daily Profit (%) | -1.7013 | -0.0372 | -1.6641 | 0 | 0 | 0.2888 |
Buy And Hold Return (%) | 7480.9584 | 7480.9584 | 7480.9584 | 7480.9584 | 7480.9584 | 7480.9584 |
Max Trade Drawdown | -3281736 | -139697 | -3157822 | -39876738 | -28700642 | -16527003 |
Profit Factor | 0.1323 | 0.7643 | 0.0771 | 0.9574 | 0.3341 | 1.7598 |
Total Trades | 180 | 90 | 90 | 180 | 90 | 90 |
Winning Trades | 135 | 66 | 69 | 96 | 45 | 51 |
Losing Trades | 45 | 24 | 21 | 84 | 45 | 39 |
Profitability (%) | 75 | 73.3333 | 76.6667 | 53.3333 | 50 | 56.6667 |
Ratio Avg Win / Avg Loss | 0.0441 | 0.2779 | 0.0235 | 0.8377 | 0.3341 | 1.3457 |
Largest Winning Trade | 15329 | 11930 | 15329 | 27584186 | 2368904 | 27584186 |
Largest Losing Trade | -2270254 | -59179 | -2270254 | -14828973 | -13843544 | -14828973 |
Avg Bars in Trades | 38 | 37 | 39 | 38 | 37 | 39 |
Avg Bars in Winners | 10 | 13 | 8 | 30 | 24 | 35 |
Avg Bars in Losers | 122 | 104 | 142 | 47 | 50 | 45 |
Bars Traded | 6934 | 3379 | 3555 | 6934 | 3379 | 3555 |
Profit Streak | 42.6897 | 42.6897 | 46.4397 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575607 | -577237 | -576799 | -579403 | -581091 | 300256 |
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 188, "offset": 0 } } }
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 188, "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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