Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1297076.0197 | 14577.9818 | -1311654.0015 | 3318.0579 | -1885493.6752 | 1888811.7331 |
Total P&L (%) | -1297.076 | 14.578 | -1311.654 | 3.3181 | -1885.4937 | 1888.8117 |
Avg Daily Profit (%) | -0.702 | 0.0079 | -0.7099 | 0.0018 | 0 | 0.162 |
Buy And Hold Return (%) | 77.5701 | 77.5701 | 77.5701 | 77.5701 | 77.5701 | 77.5701 |
Max Trade Drawdown | -1432493 | -105320 | -1416745 | -4571986 | -2467830 | -3387403 |
Profit Factor | 0.2947 | 1.0595 | 0.177 | 1.0004 | 0.4586 | 1.3699 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 46 | 21 | 25 | 46 | 21 | 25 |
Losing Trades | 18 | 11 | 7 | 18 | 11 | 7 |
Profitability (%) | 71.875 | 65.625 | 78.125 | 71.875 | 65.625 | 78.125 |
Ratio Avg Win / Avg Loss | 0.1153 | 0.555 | 0.0496 | 0.3915 | 0.2402 | 0.3836 |
Largest Winning Trade | 55982 | 55982 | 38254 | 5192635 | 636641 | 5192635 |
Largest Losing Trade | -1332358 | -57911 | -1332358 | -2780310 | -1566003 | -2780310 |
Avg Bars in Trades | 111 | 126 | 95 | 111 | 126 | 95 |
Avg Bars in Winners | 66 | 72 | 61 | 78 | 80 | 77 |
Avg Bars in Losers | 224 | 230 | 215 | 194 | 215 | 160 |
Bars Traded | 7106 | 4052 | 3054 | 7106 | 4052 | 3054 |
Profit Streak | 151.2776 | 151.2776 | 276.7776 | 151.2776 | 151.2776 | 276.7776 |
Trades During Streak | 5 | 2 | 4 | 5 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -720029 | -501884 | -575793 | -717249 | -577821 | 415508 |
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{ "first_band": { "type": "dema", "factors": { "length": 163, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 179, "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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