Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 5574390.6139 | 5621468.1993 | -47077.5853 | 60005.7 | 124184.5315 | -64178.8315 |
Total P&L (%) | 5574.3906 | 5621.4682 | -47.0776 | 60.0057 | 124.1845 | -64.1788 |
Avg Daily Profit (%) | 2.362 | 2.382 | -0.0199 | 0.0199 | 0.0342 | -0.0435 |
Buy And Hold Return (%) | 554.1732 | 554.1732 | 554.1732 | 554.1732 | 554.1732 | 554.1732 |
Max Trade Drawdown | -171896 | -124059 | -152864 | -239636 | -256267 | -193137 |
Profit Factor | 10.4769 | 22.047 | 0.8534 | 1.0696 | 1.2912 | 0.8526 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 24 | 11 | 13 | 24 | 11 | 13 |
Losing Trades | 43 | 22 | 21 | 43 | 22 | 21 |
Profitability (%) | 35.8209 | 33.3333 | 38.2353 | 35.8209 | 33.3333 | 38.2353 |
Ratio Avg Win / Avg Loss | 18.771 | 44.0941 | 1.3786 | 1.9164 | 2.5824 | 1.3773 |
Largest Winning Trade | 5707106 | 5707106 | 57369 | 324728 | 324728 | 80320 |
Largest Losing Trade | -83771 | -40103 | -83771 | -83934 | -65857 | -83934 |
Avg Bars in Trades | 67 | 54 | 80 | 67 | 54 | 80 |
Avg Bars in Winners | 119 | 117 | 121 | 119 | 117 | 121 |
Avg Bars in Losers | 38 | 23 | 55 | 38 | 23 | 55 |
Bars Traded | 4528 | 1796 | 2732 | 4528 | 1796 | 2732 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -103741 | 596203 | -583703 | -601647 | -318331 | -583703 |
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{ "first_band": { "type": "ema", "factors": { "length": 164, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 164, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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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