Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2114953.6787 | -175194.9848 | -1939758.6938 | -74621.8174 | 3180686.3862 | -3255308.2036 |
Total P&L (%) | -2114.9537 | -175.195 | -1939.7587 | -74.6218 | 3180.6864 | -3255.3082 |
Avg Daily Profit (%) | -1.1292 | -0.0935 | -1.0356 | -0.0732 | 0.1865 | 0 |
Buy And Hold Return (%) | 472.4438 | 472.4438 | 472.4438 | 472.4438 | 472.4438 | 472.4438 |
Max Trade Drawdown | -2247154 | -227484 | -2036093 | -2456435 | -114179 | -3689842 |
Profit Factor | 0.1887 | 0.5756 | 0.1159 | 0.9877 | 6.2867 | 0.4062 |
Total Trades | 179 | 89 | 90 | 179 | 89 | 90 |
Winning Trades | 135 | 63 | 72 | 87 | 46 | 41 |
Losing Trades | 44 | 26 | 18 | 92 | 43 | 49 |
Profitability (%) | 75.419 | 70.7865 | 80 | 48.6034 | 51.6854 | 45.5556 |
Ratio Avg Win / Avg Loss | 0.0615 | 0.2376 | 0.029 | 1.0445 | 5.8767 | 0.4854 |
Largest Winning Trade | 15953 | 15953 | 11739 | 1474300 | 1097828 | 1474300 |
Largest Losing Trade | -1271646 | -62212 | -1271646 | -2373360 | -89533 | -2373360 |
Avg Bars in Trades | 30 | 36 | 23 | 30 | 36 | 23 |
Avg Bars in Winners | 8 | 7 | 9 | 42 | 53 | 29 |
Avg Bars in Losers | 98 | 109 | 83 | 19 | 18 | 19 |
Bars Traded | 5439 | 3289 | 2150 | 5439 | 3289 | 2150 |
Profit Streak | 24.189 | 24.8557 | 24.189 | 24.189 | 24.8557 | 24.189 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575515 | -577578 | -576102 | -577687 | 601854 | -581997 |
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 143, "offset": 0 } } }
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 143, "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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