Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1494216.2041 | 126233.5057 | -1620449.7099 | 542948.1976 | -18979784.9982 | 19522733.1958 |
Total P&L (%) | -1494.2162 | 126.2335 | -1620.4497 | 542.9482 | -18979.785 | 19522.7332 |
Avg Daily Profit (%) | -0.761 | 0.0643 | -0.8253 | 0.0948 | 0 | 0.2692 |
Buy And Hold Return (%) | 1338.2108 | 1338.2108 | 1338.2108 | 1338.2108 | 1338.2108 | 1338.2108 |
Max Trade Drawdown | -1802124 | -130794 | -1762573 | -23192213 | -19546216 | -13718597 |
Profit Factor | 0.3091 | 1.4785 | 0.1466 | 1.0118 | 0.168 | 1.8437 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 42 | 23 | 19 | 40 | 21 | 19 |
Losing Trades | 24 | 10 | 14 | 26 | 12 | 14 |
Profitability (%) | 63.6364 | 69.697 | 57.5758 | 60.6061 | 63.6364 | 57.5758 |
Ratio Avg Win / Avg Loss | 0.1766 | 0.6428 | 0.108 | 0.6577 | 0.096 | 1.3585 |
Largest Winning Trade | 51337 | 50259 | 51337 | 40421491 | 2273606 | 40421491 |
Largest Losing Trade | -1461792 | -61142 | -1461792 | -11268512 | -7499613 | -11268512 |
Avg Bars in Trades | 114 | 121 | 108 | 114 | 121 | 108 |
Avg Bars in Winners | 57 | 59 | 54 | 64 | 64 | 63 |
Avg Bars in Losers | 215 | 262 | 182 | 193 | 220 | 169 |
Bars Traded | 7585 | 4001 | 3584 | 7585 | 4001 | 3584 |
Profit Streak | 402.1978 | 0 | 557.4478 | 402.1978 | 0 | 557.4478 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -706924 | -270827 | -578861 | -567477 | -579035 | 465594 |
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{ "first_band": { "type": "dema", "factors": { "length": 57, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 174, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 57, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 174, "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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