Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1703848.8873 | 1662051.4966 | 41797.3907 | 348989.0791 | 553166.9029 | -204177.8238 |
Total P&L (%) | 1703.8489 | 1662.0515 | 41.7974 | 348.9891 | 553.1669 | -204.1778 |
Avg Daily Profit (%) | 0.9164 | 0.8939 | 0.0225 | 0.0808 | 0.101 | 0 |
Buy And Hold Return (%) | 58.8103 | 58.8103 | 58.8103 | 58.8103 | 58.8103 | 58.8103 |
Max Trade Drawdown | -96374 | -101168 | -62613 | -1088613 | -1079472 | -769811 |
Profit Factor | 2.9863 | 4.8882 | 1.0971 | 1.0505 | 1.1638 | 0.9421 |
Total Trades | 326 | 163 | 163 | 326 | 163 | 163 |
Winning Trades | 111 | 53 | 58 | 111 | 53 | 58 |
Losing Trades | 215 | 110 | 105 | 215 | 110 | 105 |
Profitability (%) | 34.0491 | 32.5153 | 35.5828 | 34.0491 | 32.5153 | 35.5828 |
Ratio Avg Win / Avg Loss | 5.7843 | 10.1453 | 1.9862 | 2.0348 | 2.4154 | 1.7056 |
Largest Winning Trade | 1659173 | 1659173 | 53675 | 1193263 | 1193263 | 327119 |
Largest Losing Trade | -30585 | -21085 | -30585 | -285136 | -285136 | -258935 |
Avg Bars in Trades | 66 | 59 | 73 | 66 | 59 | 73 |
Avg Bars in Winners | 131 | 125 | 137 | 131 | 125 | 137 |
Avg Bars in Losers | 33 | 28 | 38 | 33 | 28 | 38 |
Bars Traded | 21689 | 9722 | 11967 | 21689 | 9722 | 11967 |
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 | 520997 | 520534 | -446494 | -254096 | -103518 | -583308 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 245 } }, "second_band": { "type": "ema", "factors": { "length": 12, "offset": 0 } } }
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 245 } }, "second_band": { "type": "ema", "factors": { "length": 12, "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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