Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1597163.9151 | -15809.6276 | -1581354.2875 | 297180.0366 | -17072225.3171 | 17369405.3537 |
Total P&L (%) | -1597.1639 | -15.8096 | -1581.3543 | 297.18 | -17072.2253 | 17369.4054 |
Avg Daily Profit (%) | -0.7063 | -0.007 | -0.6994 | 0.061 | 0 | 0.2286 |
Buy And Hold Return (%) | 198.4234 | 198.4234 | 198.4234 | 198.4234 | 198.4234 | 198.4234 |
Max Trade Drawdown | -1637894 | -156222 | -1640197 | -35728926 | -30461669 | -13480880 |
Profit Factor | 0.3212 | 0.9589 | 0.1964 | 1.0038 | 0.6487 | 1.5813 |
Total Trades | 195 | 97 | 98 | 195 | 97 | 98 |
Winning Trades | 155 | 73 | 82 | 139 | 65 | 74 |
Losing Trades | 40 | 24 | 16 | 56 | 32 | 24 |
Profitability (%) | 79.4872 | 75.2577 | 83.6735 | 71.2821 | 67.0103 | 75.5102 |
Ratio Avg Win / Avg Loss | 0.0829 | 0.3153 | 0.0383 | 0.4044 | 0.3193 | 0.5128 |
Largest Winning Trade | 21045 | 20450 | 21045 | 11012550 | 3140028 | 11012550 |
Largest Losing Trade | -1119458 | -57165 | -1119458 | -20584950 | -20584950 | -9421933 |
Avg Bars in Trades | 66 | 76 | 55 | 66 | 76 | 55 |
Avg Bars in Winners | 21 | 24 | 19 | 26 | 27 | 24 |
Avg Bars in Losers | 237 | 236 | 237 | 164 | 176 | 149 |
Bars Traded | 12886 | 7462 | 5424 | 12886 | 7462 | 5424 |
Profit Streak | 20.5118 | 20.5118 | 63.0118 | 20.5118 | 20.5118 | 63.0118 |
Trades During Streak | 7 | 3 | 8 | 7 | 3 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574299 | -576052 | -574934 | -335003 | -577121 | 479598 |
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{ "first_band": { "type": "dema", "factors": { "length": 9, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 135, "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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