Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1378695.0604 | -42093.6699 | -1336601.3905 | -565628.703 | -4301870.1345 | 3736241.4315 |
Total P&L (%) | -1378.6951 | -42.0937 | -1336.6014 | -565.6287 | -4301.8701 | 3736.2414 |
Avg Daily Profit (%) | -0.7586 | -0.0232 | -0.7354 | 0 | 0 | 0.2009 |
Buy And Hold Return (%) | 747.7056 | 747.7056 | 747.7056 | 747.7056 | 747.7056 | 747.7056 |
Max Trade Drawdown | -935973 | -190350 | -780339 | -13269094 | -9923594 | -4546690 |
Profit Factor | 0.2693 | 0.8586 | 0.1589 | 0.9718 | 0.65 | 1.4831 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 37 | 18 | 19 | 28 | 12 | 16 |
Losing Trades | 23 | 12 | 11 | 32 | 18 | 14 |
Profitability (%) | 61.6667 | 60 | 63.3333 | 46.6667 | 40 | 53.3333 |
Ratio Avg Win / Avg Loss | 0.1674 | 0.5724 | 0.092 | 1.1106 | 0.9751 | 1.2977 |
Largest Winning Trade | 38482 | 38482 | 32192 | 5783654 | 1819222 | 5783654 |
Largest Losing Trade | -648956 | -78173 | -648956 | -9044608 | -9044608 | -2557951 |
Avg Bars in Trades | 56 | 52 | 61 | 56 | 52 | 61 |
Avg Bars in Winners | 31 | 23 | 38 | 67 | 58 | 74 |
Avg Bars in Losers | 98 | 95 | 101 | 47 | 48 | 46 |
Bars Traded | 3409 | 1571 | 1838 | 3409 | 1571 | 1838 |
Profit Streak | 11.9569 | 68.4569 | 0 | 0 | 0 | 38.4569 |
Trades During Streak | 1 | 3 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -752141 | -578148 | -579097 | -753907 | -584714 | 318322 |
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{ "first_band": { "type": "dema", "factors": { "length": 18, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 142, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 18, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 142, "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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