Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1160874.1143 | 554870.2332 | -1715744.3475 | 36687704.8767 | -127796386.578 | 164484091.4547 |
Total P&L (%) | -1160.8741 | 554.8702 | -1715.7443 | 36687.7049 | -127796.3866 | 164484.0915 |
Avg Daily Profit (%) | -0.5107 | 0.2441 | -0.7548 | 0.2602 | 0 | 0.3264 |
Buy And Hold Return (%) | 8978.7217 | 8978.7217 | 8978.7217 | 8978.7217 | 8978.7217 | 8978.7217 |
Max Trade Drawdown | -1597690 | -91372 | -1776781 | -187281414 | -131674921 | -115984292 |
Profit Factor | 0.4625 | 4.2471 | 0.1373 | 1.0837 | 0.5139 | 1.9377 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 40 | 19 | 21 | 34 | 18 | 16 |
Losing Trades | 35 | 18 | 17 | 41 | 19 | 22 |
Profitability (%) | 53.3333 | 51.3514 | 55.2632 | 45.3333 | 48.6486 | 42.1053 |
Ratio Avg Win / Avg Loss | 0.4047 | 4.0236 | 0.1111 | 1.3068 | 0.5424 | 2.6644 |
Largest Winning Trade | 399672 | 399672 | 38994 | 228005942 | 64432344 | 228005942 |
Largest Losing Trade | -1595365 | -51424 | -1595365 | -95158700 | -95158700 | -27300996 |
Avg Bars in Trades | 86 | 71 | 100 | 86 | 71 | 100 |
Avg Bars in Winners | 83 | 67 | 98 | 76 | 58 | 96 |
Avg Bars in Losers | 88 | 75 | 102 | 94 | 83 | 103 |
Bars Traded | 6452 | 2638 | 3814 | 6452 | 2638 | 3814 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -641623 | -149939 | -580082 | -185135 | -581298 | 350662 |
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{ "first_band": { "type": "rma", "factors": { "length": 228, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 17, "offset": 194 } } }
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{ "first_band": { "type": "rma", "factors": { "length": 228, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 17, "offset": 194 } } }
# | 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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