Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1324954.4821 | 31552.1367 | -1356506.6189 | 660062.4768 | -16310679.8425 | 16970742.3193 |
Total P&L (%) | -1324.9545 | 31.5521 | -1356.5066 | 660.0625 | -16310.6798 | 16970.7423 |
Avg Daily Profit (%) | -0.5601 | 0.0133 | -0.5734 | 0.0858 | 0 | 0.2175 |
Buy And Hold Return (%) | 430.3859 | 430.3859 | 430.3859 | 430.3859 | 430.3859 | 430.3859 |
Max Trade Drawdown | -1494621 | -133042 | -1461144 | -37934025 | -31966331 | -23467742 |
Profit Factor | 0.3105 | 1.1236 | 0.1858 | 1.0093 | 0.6138 | 1.584 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 50 | 24 | 26 | 50 | 23 | 27 |
Losing Trades | 20 | 11 | 9 | 20 | 12 | 8 |
Profitability (%) | 71.4286 | 68.5714 | 74.2857 | 71.4286 | 65.7143 | 77.1429 |
Ratio Avg Win / Avg Loss | 0.1242 | 0.515 | 0.0643 | 0.4037 | 0.3202 | 0.4693 |
Largest Winning Trade | 36770 | 36770 | 22793 | 11611665 | 6993070 | 11611665 |
Largest Losing Trade | -933921 | -53770 | -933921 | -16420329 | -16420329 | -12239598 |
Avg Bars in Trades | 97 | 108 | 86 | 97 | 108 | 86 |
Avg Bars in Winners | 47 | 49 | 45 | 57 | 51 | 62 |
Avg Bars in Losers | 222 | 236 | 206 | 197 | 216 | 169 |
Bars Traded | 6815 | 3780 | 3035 | 6815 | 3780 | 3035 |
Profit Streak | 76.3209 | 76.3209 | 131.3209 | 76.3209 | 76.3209 | 131.3209 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -675032 | -423709 | -576288 | -394287 | -577786 | 475197 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 23, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 211, "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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