Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 396642.4487 | 514945.4242 | -118302.9755 | -66795.4386 | 1673933.7514 | -1740729.19 |
Total P&L (%) | 396.6424 | 514.9454 | -118.303 | -66.7954 | 1673.9338 | -1740.7292 |
Avg Daily Profit (%) | 0.2181 | 0.2831 | -0.065 | -0.0606 | 0.1582 | 0 |
Buy And Hold Return (%) | 172.425 | 172.425 | 172.425 | 172.425 | 172.425 | 172.425 |
Max Trade Drawdown | -241942 | -126764 | -179603 | -1980962 | -368027 | -1960975 |
Profit Factor | 1.3915 | 2.2202 | 0.7999 | 0.9833 | 2.4278 | 0.3824 |
Total Trades | 235 | 117 | 118 | 235 | 117 | 118 |
Winning Trades | 117 | 59 | 58 | 117 | 59 | 58 |
Losing Trades | 118 | 58 | 60 | 118 | 58 | 60 |
Profitability (%) | 49.7872 | 50.4274 | 49.1525 | 49.7872 | 50.4274 | 49.1525 |
Ratio Avg Win / Avg Loss | 1.4034 | 2.1826 | 0.8275 | 0.9917 | 2.3866 | 0.3956 |
Largest Winning Trade | 247969 | 247969 | 72361 | 1432450 | 1432450 | 202129 |
Largest Losing Trade | -65499 | -39230 | -65499 | -926716 | -161020 | -926716 |
Avg Bars in Trades | 29 | 30 | 28 | 29 | 30 | 28 |
Avg Bars in Winners | 33 | 32 | 34 | 33 | 32 | 34 |
Avg Bars in Losers | 25 | 28 | 23 | 25 | 28 | 23 |
Bars Traded | 6968 | 3581 | 3387 | 6968 | 3581 | 3387 |
Profit Streak | 17.1233 | 0 | 17.3733 | 17.1233 | 0 | 17.3733 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 198968 | 347853 | -580501 | -578783 | 436274 | -580501 |
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 152 } }, "second_band": { "type": "ema", "factors": { "length": 212, "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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