Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1955464.9187 | 56447.6905 | -2011912.6092 | 200364.4721 | -4459754.4327 | 4660118.9048 |
Total P&L (%) | -1955.4649 | 56.4477 | -2011.9126 | 200.3645 | -4459.7544 | 4660.1189 |
Avg Daily Profit (%) | -0.9962 | 0.0288 | -1.0249 | 0.056 | 0 | 0.197 |
Buy And Hold Return (%) | 900.7913 | 900.7913 | 900.7913 | 900.7913 | 900.7913 | 900.7913 |
Max Trade Drawdown | -2176444 | -123240 | -2158578 | -5084740 | -4614161 | -2896844 |
Profit Factor | 0.2543 | 1.2105 | 0.1454 | 1.0175 | 0.1503 | 1.7505 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 54 | 26 | 28 | 52 | 25 | 27 |
Losing Trades | 32 | 17 | 15 | 34 | 18 | 16 |
Profitability (%) | 62.7907 | 60.4651 | 65.1163 | 60.4651 | 58.1395 | 62.7907 |
Ratio Avg Win / Avg Loss | 0.1507 | 0.7915 | 0.0779 | 0.6653 | 0.1082 | 1.0374 |
Largest Winning Trade | 49929 | 45369 | 49929 | 9561703 | 181878 | 9561703 |
Largest Losing Trade | -1786532 | -60478 | -1786532 | -2108651 | -1925455 | -2108651 |
Avg Bars in Trades | 133 | 136 | 129 | 133 | 136 | 129 |
Avg Bars in Winners | 64 | 68 | 60 | 71 | 72 | 70 |
Avg Bars in Losers | 249 | 240 | 259 | 227 | 224 | 230 |
Bars Traded | 11444 | 5860 | 5583 | 11444 | 5860 | 5583 |
Profit Streak | 442.5948 | 442.5948 | 565.2614 | 442.5948 | 442.5948 | 565.2614 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577274 | -320380 | -577416 | -483614 | -579087 | 434224 |
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{ "first_band": { "type": "ema", "factors": { "length": 57, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 149, "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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