Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1866041.267 | -33749.998 | -1832291.2691 | 915018.3668 | -14068446.6269 | 14983464.9937 |
Total P&L (%) | -1866.0413 | -33.75 | -1832.2913 | 915.0184 | -14068.4466 | 14983.465 |
Avg Daily Profit (%) | -1.0348 | -0.0187 | -1.0161 | 0.1286 | 0 | 0.2786 |
Buy And Hold Return (%) | 197.9245 | 197.9245 | 197.9245 | 197.9245 | 197.9245 | 197.9245 |
Max Trade Drawdown | -1890742 | -214288 | -1883088 | -23620273 | -25950439 | -2430810 |
Profit Factor | 0.245 | 0.916 | 0.1148 | 1.0242 | 0.5525 | 3.3777 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 46 | 20 | 26 | 46 | 20 | 26 |
Losing Trades | 43 | 24 | 19 | 43 | 24 | 19 |
Profitability (%) | 51.6854 | 45.4545 | 57.7778 | 51.6854 | 45.4545 | 57.7778 |
Ratio Avg Win / Avg Loss | 0.229 | 1.0992 | 0.0839 | 0.9574 | 0.663 | 2.4683 |
Largest Winning Trade | 113197 | 113197 | 28250 | 11592899 | 11592899 | 11105679 |
Largest Losing Trade | -977579 | -60691 | -977579 | -14064814 | -14064814 | -1333692 |
Avg Bars in Trades | 57 | 64 | 51 | 57 | 64 | 51 |
Avg Bars in Winners | 35 | 39 | 31 | 41 | 42 | 39 |
Avg Bars in Losers | 81 | 85 | 77 | 75 | 82 | 66 |
Bars Traded | 5133 | 2837 | 2296 | 5133 | 2837 | 2296 |
Profit Streak | 45.0484 | 45.0484 | 128.3817 | 45.0484 | 45.0484 | 128.3817 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578902 | -580264 | -578352 | -216249 | -581931 | 633365 |
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{ "first_band": { "type": "ema", "factors": { "length": 42, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 130, "offset": 83 } } }
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# | 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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