Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1533003.3553 | 29420.5697 | -1562423.925 | -74602.9405 | 6804390.2466 | -6878993.187 |
Total P&L (%) | -1533.0034 | 29.4206 | -1562.4239 | -74.6029 | 6804.3902 | -6878.9932 |
Avg Daily Profit (%) | -0.6497 | 0.0125 | -0.6622 | -0.0581 | 0.1796 | 0 |
Buy And Hold Return (%) | 639.9411 | 639.9411 | 639.9411 | 639.9411 | 639.9411 | 639.9411 |
Max Trade Drawdown | -1729784 | -177516 | -1664144 | -13290076 | -3742368 | -9871928 |
Profit Factor | 0.3835 | 1.0616 | 0.2221 | 0.9967 | 1.7233 | 0.4777 |
Total Trades | 190 | 95 | 95 | 190 | 95 | 95 |
Winning Trades | 129 | 60 | 69 | 105 | 57 | 48 |
Losing Trades | 61 | 35 | 26 | 85 | 38 | 47 |
Profitability (%) | 67.8947 | 63.1579 | 72.6316 | 55.2632 | 60 | 50.5263 |
Ratio Avg Win / Avg Loss | 0.1813 | 0.6192 | 0.0837 | 0.8068 | 1.1489 | 0.4677 |
Largest Winning Trade | 30159 | 30159 | 20654 | 7393088 | 7393088 | 2460563 |
Largest Losing Trade | -1192493 | -61163 | -1192493 | -3643131 | -1488226 | -3643131 |
Avg Bars in Trades | 48 | 51 | 46 | 48 | 51 | 46 |
Avg Bars in Winners | 25 | 27 | 22 | 48 | 48 | 48 |
Avg Bars in Losers | 99 | 92 | 108 | 49 | 56 | 43 |
Bars Traded | 9302 | 4926 | 4376 | 9302 | 4926 | 4376 |
Profit Streak | 42.12 | 128.87 | 42.12 | 42.12 | 128.87 | 42.12 |
Trades During Streak | 6 | 7 | 3 | 6 | 7 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575894 | -493550 | -576443 | -577532 | 449982 | -579586 |
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{ "first_band": { "type": "dema", "factors": { "length": 70, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 73, "offset": 0, "poles": 2 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 70, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 73, "offset": 0, "poles": 2 } } }
# | 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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