Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1437425.6657 | 1363246.1147 | 74179.5509 | 44514349.7942 | 55494420.6335 | -10980070.8394 |
Total P&L (%) | 1437.4257 | 1363.2461 | 74.1796 | 44514.3498 | 55494.4206 | -10980.0708 |
Avg Daily Profit (%) | 0.7703 | 0.7306 | 0.0398 | 0.3275 | 0.3393 | 0 |
Buy And Hold Return (%) | 6211.2384 | 6211.2384 | 6211.2384 | 6211.2384 | 6211.2384 | 6211.2384 |
Max Trade Drawdown | -52684 | -29890 | -79517 | -20110675 | -9072371 | -20009811 |
Profit Factor | 3.7005 | 7.9537 | 1.2206 | 1.5605 | 3.0503 | 0.7903 |
Total Trades | 161 | 80 | 81 | 161 | 80 | 81 |
Winning Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Losing Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Profitability (%) | 42.8571 | 42.5 | 43.2099 | 42.8571 | 42.5 | 43.2099 |
Ratio Avg Win / Avg Loss | 4.9339 | 10.7608 | 1.6042 | 2.0807 | 4.1268 | 1.0386 |
Largest Winning Trade | 477380 | 477380 | 64196 | 29975755 | 29975755 | 14103851 |
Largest Losing Trade | -30599 | -18470 | -30599 | -9072371 | -9072371 | -9070060 |
Avg Bars in Trades | 44 | 46 | 43 | 44 | 46 | 43 |
Avg Bars in Winners | 81 | 92 | 70 | 81 | 92 | 70 |
Avg Bars in Losers | 17 | 12 | 22 | 17 | 12 | 22 |
Bars Traded | 7227 | 3689 | 3538 | 7227 | 3689 | 3538 |
Profit Streak | 0 | 73.8446 | 0 | 0 | 73.8446 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -147957 | -166085 | -319468 | 359279 | -6353 | -593710 |
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 119 } }, "second_band": { "type": "ema", "factors": { "length": 4, "offset": 0 } } }
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 119 } }, "second_band": { "type": "ema", "factors": { "length": 4, "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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