Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1927908.6046 | 177261.914 | -2105170.5186 | -92818.6039 | -9689791.2299 | 9596972.6259 |
Total P&L (%) | -1927.9086 | 177.2619 | -2105.1705 | -92.8186 | -9689.7912 | 9596.9726 |
Avg Daily Profit (%) | -0.9821 | 0.0903 | -1.0724 | -0.1341 | 0 | 0.2333 |
Buy And Hold Return (%) | 3128.9362 | 3128.9362 | 3128.9362 | 3128.9362 | 3128.9362 | 3128.9362 |
Max Trade Drawdown | -2135315 | -147083 | -2222167 | -20978491 | -10164072 | -11117158 |
Profit Factor | 0.354 | 1.4228 | 0.1793 | 0.9959 | 0.0918 | 1.8165 |
Total Trades | 176 | 88 | 88 | 176 | 88 | 88 |
Winning Trades | 110 | 51 | 59 | 108 | 50 | 58 |
Losing Trades | 66 | 37 | 29 | 68 | 38 | 30 |
Profitability (%) | 62.5 | 57.9545 | 67.0455 | 61.3636 | 56.8182 | 65.9091 |
Ratio Avg Win / Avg Loss | 0.2124 | 1.0323 | 0.0881 | 0.627 | 0.0698 | 0.9396 |
Largest Winning Trade | 112716 | 112716 | 28127 | 20682837 | 275142 | 20682837 |
Largest Losing Trade | -2039957 | -53286 | -2039957 | -8756277 | -8756277 | -8434056 |
Avg Bars in Trades | 65 | 64 | 66 | 65 | 64 | 66 |
Avg Bars in Winners | 34 | 36 | 33 | 36 | 36 | 35 |
Avg Bars in Losers | 116 | 103 | 131 | 111 | 101 | 124 |
Bars Traded | 11512 | 5685 | 5827 | 11512 | 5685 | 5827 |
Profit Streak | 416.2387 | 416.2387 | 566.7387 | 416.2387 | 416.2387 | 566.7387 |
Trades During Streak | 3 | 1 | 8 | 3 | 1 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576896 | -236049 | -577191 | -577043 | -579627 | 337634 |
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{ "first_band": { "type": "dema", "factors": { "length": 31, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 122, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 31, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 122, "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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