Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2099410.7386 | 195851.6641 | -2295262.4027 | -50270155.4151 | 44408726.0839 | -94678881.499 |
Total P&L (%) | -2099.4107 | 195.8517 | -2295.2624 | -50270.1554 | 44408.7261 | -94678.8815 |
Avg Daily Profit (%) | -0.9234 | 0.0861 | -1.0096 | 0 | 0.2686 | 0 |
Buy And Hold Return (%) | 9291.6667 | 9291.6667 | 9291.6667 | 9291.6667 | 9291.6667 | 9291.6667 |
Max Trade Drawdown | -2238189 | -51456 | -2335298 | -160062268 | -19163463 | -160077688 |
Profit Factor | 0.228 | 2.3425 | 0.1081 | 0.7718 | 1.9044 | 0.4469 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 70 | 35 | 35 | 65 | 32 | 33 |
Losing Trades | 17 | 9 | 8 | 22 | 12 | 10 |
Profitability (%) | 80.4598 | 79.5455 | 81.3953 | 74.7126 | 72.7273 | 76.7442 |
Ratio Avg Win / Avg Loss | 0.0554 | 0.6024 | 0.0247 | 0.2612 | 0.7141 | 0.1354 |
Largest Winning Trade | 46402 | 46402 | 27695 | 32467949 | 32467949 | 13491508 |
Largest Losing Trade | -1982192 | -49653 | -1982192 | -89058299 | -14776086 | -89058299 |
Avg Bars in Trades | 47 | 51 | 43 | 47 | 51 | 43 |
Avg Bars in Winners | 23 | 29 | 17 | 28 | 36 | 19 |
Avg Bars in Losers | 145 | 135 | 158 | 104 | 90 | 121 |
Bars Traded | 4130 | 2257 | 1873 | 4130 | 2257 | 1873 |
Profit Streak | 141.1815 | 141.1815 | 259.6815 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575373 | -237581 | -575732 | -577064 | 393735 | -577260 |
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{ "first_band": { "type": "dema", "factors": { "length": 3, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 229, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 3, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 229, "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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