Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1042524.8949 | 8039.5098 | -1050564.4047 | -948469.0596 | -4614902.111 | 3666433.0514 |
Total P&L (%) | -1042.5249 | 8.0395 | -1050.5644 | -948.4691 | -4614.9021 | 3666.4331 |
Avg Daily Profit (%) | -0.5743 | 0.0044 | -0.5787 | 0 | 0 | 0.2001 |
Buy And Hold Return (%) | 645.3956 | 645.3956 | 645.3956 | 645.3956 | 645.3956 | 645.3956 |
Max Trade Drawdown | -1106001 | -164918 | -1089933 | -12806016 | -10015827 | -2836178 |
Profit Factor | 0.3521 | 1.0274 | 0.2013 | 0.9508 | 0.6192 | 1.5133 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 49 | 23 | 26 | 32 | 15 | 17 |
Losing Trades | 24 | 14 | 10 | 41 | 22 | 19 |
Profitability (%) | 67.1233 | 62.1622 | 72.2222 | 43.8356 | 40.5405 | 47.2222 |
Ratio Avg Win / Avg Loss | 0.1725 | 0.6254 | 0.0774 | 1.2182 | 0.9082 | 1.6913 |
Largest Winning Trade | 38629 | 38629 | 34924 | 5755893 | 1470001 | 5755893 |
Largest Losing Trade | -597408 | -74570 | -597408 | -8047864 | -8047864 | -1851488 |
Avg Bars in Trades | 290 | 320 | 259 | 290 | 320 | 259 |
Avg Bars in Winners | 119 | 113 | 125 | 276 | 295 | 259 |
Avg Bars in Losers | 639 | 660 | 608 | 301 | 337 | 259 |
Bars Traded | 21197 | 11853 | 9344 | 21197 | 11853 | 9344 |
Profit Streak | 21.177 | 150.927 | 0 | 0 | 0 | 103.5937 |
Trades During Streak | 1 | 3 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -654006 | -541839 | -577899 | -657786 | -584451 | 328894 |
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{ "first_band": { "type": "dema", "factors": { "length": 201, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 189, "offset": 0 } } }
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# | 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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