Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1279616.2996 | -50876.8071 | -1228739.4926 | 118107.5559 | -5293801.5582 | 5411909.1141 |
Total P&L (%) | -1279.6163 | -50.8768 | -1228.7395 | 118.1076 | -5293.8016 | 5411.9091 |
Avg Daily Profit (%) | -0.6823 | -0.0271 | -0.6552 | 0.0416 | 0 | 0.214 |
Buy And Hold Return (%) | 277.8966 | 277.8966 | 277.8966 | 277.8966 | 277.8966 | 277.8966 |
Max Trade Drawdown | -1373282 | -159557 | -1279884 | -4975845 | -5356240 | -2815422 |
Profit Factor | 0.2479 | 0.7962 | 0.1536 | 1.0106 | 0.1543 | 2.1016 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 37 | 18 | 19 | 33 | 14 | 19 |
Losing Trades | 28 | 14 | 14 | 32 | 18 | 14 |
Profitability (%) | 56.9231 | 56.25 | 57.5758 | 50.7692 | 43.75 | 57.5758 |
Ratio Avg Win / Avg Loss | 0.1876 | 0.6192 | 0.1132 | 0.9799 | 0.1984 | 1.5485 |
Largest Winning Trade | 43500 | 43500 | 28072 | 8247779 | 227102 | 8247779 |
Largest Losing Trade | -1078099 | -55751 | -1078099 | -2149381 | -1899054 | -2149381 |
Avg Bars in Trades | 112 | 136 | 90 | 112 | 136 | 90 |
Avg Bars in Winners | 65 | 61 | 68 | 58 | 53 | 61 |
Avg Bars in Losers | 175 | 231 | 119 | 168 | 200 | 128 |
Bars Traded | 7325 | 4352 | 2973 | 7325 | 4352 | 2973 |
Profit Streak | 0 | 51.0647 | 0 | 0 | 51.0647 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -715880 | -579436 | -579820 | -649599 | -582676 | 471995 |
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{ "first_band": { "type": "dema", "factors": { "length": 123, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 59, "offset": 219, "std": 4.20505 } } }
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# | 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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