Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -6194686.0785 | 72973.2646 | -6267659.3431 | -3922811.1576 | 27806266.3368 | -31729077.4944 |
Total P&L (%) | -6194.6861 | 72.9733 | -6267.6593 | -3922.8112 | 27806.2663 | -31729.0775 |
Avg Daily Profit (%) | -2.6066 | 0.0307 | -2.6373 | 0 | 0.2372 | 0 |
Buy And Hold Return (%) | 258.1736 | 258.1736 | 258.1736 | 258.1736 | 258.1736 | 258.1736 |
Max Trade Drawdown | -6433101 | -114045 | -6401187 | -55364042 | -14084757 | -64013927 |
Profit Factor | 0.0937 | 1.2632 | 0.0442 | 0.9629 | 1.7853 | 0.5493 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 48 | 22 | 26 | 26 | 15 | 11 |
Losing Trades | 22 | 13 | 9 | 44 | 20 | 24 |
Profitability (%) | 68.5714 | 62.8571 | 74.2857 | 37.1429 | 42.8571 | 31.4286 |
Ratio Avg Win / Avg Loss | 0.0429 | 0.7464 | 0.0153 | 1.6296 | 2.3804 | 1.1986 |
Largest Winning Trade | 44479 | 44050 | 44479 | 19272040 | 17104113 | 19272040 |
Largest Losing Trade | -6377103 | -55657 | -6377103 | -22195854 | -8460409 | -22195854 |
Avg Bars in Trades | 130 | 129 | 130 | 130 | 129 | 130 |
Avg Bars in Winners | 75 | 81 | 70 | 174 | 191 | 151 |
Avg Bars in Losers | 249 | 210 | 305 | 103 | 82 | 121 |
Bars Traded | 9109 | 4532 | 4577 | 9109 | 4532 | 4577 |
Profit Streak | 132.5772 | 132.5772 | 271.8272 | 0 | 0 | 0 |
Trades During Streak | 11 | 5 | 7 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -675261 | -316376 | -576200 | -681777 | 322362 | -586343 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 104, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 234, "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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