Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2285495.0825 | 68623.3482 | -2354118.4307 | -10434979.9145 | -44586524.5196 | 34151544.6051 |
Total P&L (%) | -2285.4951 | 68.6233 | -2354.1184 | -10434.9799 | -44586.5245 | 34151.5446 |
Avg Daily Profit (%) | -1.2316 | 0.037 | -1.2686 | 0 | 0 | 0.315 |
Buy And Hold Return (%) | 6520.8631 | 6520.8631 | 6520.8631 | 6520.8631 | 6520.8631 | 6520.8631 |
Max Trade Drawdown | -2389293 | -130105 | -2389657 | -76348679 | -60565797 | -33611203 |
Profit Factor | 0.2026 | 1.3088 | 0.1096 | 0.916 | 0.379 | 1.6516 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 63 | 31 | 32 | 46 | 21 | 25 |
Losing Trades | 27 | 14 | 13 | 44 | 24 | 20 |
Profitability (%) | 70 | 68.8889 | 71.1111 | 51.1111 | 46.6667 | 55.5556 |
Ratio Avg Win / Avg Loss | 0.0868 | 0.5911 | 0.0445 | 0.8762 | 0.4332 | 1.3213 |
Largest Winning Trade | 35089 | 35089 | 22943 | 32909188 | 8911997 | 32909188 |
Largest Losing Trade | -1596708 | -57962 | -1596708 | -27017229 | -24168800 | -27017229 |
Avg Bars in Trades | 77 | 73 | 80 | 77 | 73 | 80 |
Avg Bars in Winners | 32 | 37 | 28 | 65 | 61 | 69 |
Avg Bars in Losers | 179 | 153 | 208 | 88 | 84 | 93 |
Bars Traded | 6930 | 3315 | 3614 | 6930 | 3315 | 3614 |
Profit Streak | 38.3598 | 70.3598 | 0 | 0 | 0 | 219.6098 |
Trades During Streak | 1 | 2 | 0 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577121 | -307325 | -577975 | -580393 | -582008 | 432205 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 15, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 135, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 15, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 135, "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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