Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -5060786.7535 | 125342.1863 | -5186128.9398 | -20576982.4369 | 22836939.8921 | -43413922.3289 |
Total P&L (%) | -5060.7868 | 125.3422 | -5186.1289 | -20576.9824 | 22836.9399 | -43413.9223 |
Avg Daily Profit (%) | -2.5768 | 0.0638 | -2.6406 | 0 | 0.2771 | 0 |
Buy And Hold Return (%) | 1923.4667 | 1923.4667 | 1923.4667 | 1923.4667 | 1923.4667 | 1923.4667 |
Max Trade Drawdown | -5325366 | -96106 | -5334379 | -106126519 | -54720333 | -58530810 |
Profit Factor | 0.0999 | 1.7094 | 0.0477 | 0.8838 | 1.2865 | 0.5545 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 45 | 23 | 22 | 29 | 14 | 15 |
Losing Trades | 18 | 8 | 10 | 34 | 17 | 17 |
Profitability (%) | 71.4286 | 74.1935 | 68.75 | 46.0317 | 45.1613 | 46.875 |
Ratio Avg Win / Avg Loss | 0.04 | 0.5946 | 0.0217 | 1.0362 | 1.5622 | 0.6284 |
Largest Winning Trade | 60534 | 60534 | 49553 | 48767074 | 48767074 | 14978874 |
Largest Losing Trade | -5315005 | -52882 | -5315005 | -40079268 | -16309537 | -40079268 |
Avg Bars in Trades | 61 | 63 | 58 | 61 | 63 | 58 |
Avg Bars in Winners | 32 | 33 | 32 | 84 | 95 | 74 |
Avg Bars in Losers | 131 | 150 | 116 | 41 | 38 | 44 |
Bars Traded | 3856 | 1983 | 1873 | 3856 | 1983 | 1873 |
Profit Streak | 406.6235 | 0 | 560.6235 | 0 | 551.1235 | 0 |
Trades During Streak | 1 | 0 | 2 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -728414 | -269932 | -577420 | -731654 | 304978 | -582025 |
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{ "first_band": { "type": "dema", "factors": { "length": 46, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 44, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 46, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 44, "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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