Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1406054.3528 | -47306.5358 | -1358747.817 | 438089.6153 | -5359745.3258 | 5797834.9411 |
Total P&L (%) | -1406.0544 | -47.3065 | -1358.7478 | 438.0896 | -5359.7453 | 5797.8349 |
Avg Daily Profit (%) | -0.7486 | -0.0252 | -0.7234 | 0.0896 | 0 | 0.2173 |
Buy And Hold Return (%) | 275.0493 | 275.0493 | 275.0493 | 275.0493 | 275.0493 | 275.0493 |
Max Trade Drawdown | -1526078 | -147819 | -1424830 | -5480350 | -5969407 | -2352449 |
Profit Factor | 0.254 | 0.839 | 0.146 | 1.0337 | 0.3828 | 2.3384 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 75 | 36 | 39 | 69 | 32 | 37 |
Losing Trades | 16 | 9 | 7 | 22 | 13 | 9 |
Profitability (%) | 82.4176 | 80 | 84.7826 | 75.8242 | 71.1111 | 80.4348 |
Ratio Avg Win / Avg Loss | 0.0542 | 0.2097 | 0.0262 | 0.3296 | 0.1555 | 0.5688 |
Largest Winning Trade | 16545 | 16545 | 14174 | 6476338 | 638607 | 6476338 |
Largest Losing Trade | -1192220 | -61000 | -1192220 | -3501303 | -3501303 | -1838498 |
Avg Bars in Trades | 58 | 68 | 48 | 58 | 68 | 48 |
Avg Bars in Winners | 19 | 20 | 19 | 28 | 25 | 30 |
Avg Bars in Losers | 240 | 263 | 210 | 154 | 175 | 125 |
Bars Traded | 5342 | 3093 | 2249 | 5342 | 3093 | 2249 |
Profit Streak | 161.0604 | 161.0604 | 269.727 | 161.0604 | 161.0604 | 269.7271 |
Trades During Streak | 15 | 7 | 10 | 15 | 7 | 10 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574457 | -575353 | -574844 | -262526 | -576505 | 553377 |
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{ "first_band": { "type": "dema", "factors": { "length": 7, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 222, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 7, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 222, "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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