Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2328569.8679 | -150235.1288 | -2178334.7391 | 5991.6665 | -3733481.9856 | 3739473.6521 |
Total P&L (%) | -2328.5699 | -150.2351 | -2178.3347 | 5.9917 | -3733.482 | 3739.4737 |
Avg Daily Profit (%) | -1.3044 | -0.0842 | -1.2202 | 0.0033 | 0 | 0.2046 |
Buy And Hold Return (%) | 221.0032 | 221.0032 | 221.0032 | 221.0032 | 221.0032 | 221.0032 |
Max Trade Drawdown | -2407232 | -191764 | -1176022 | -16381797 | -6280435 | -11499234 |
Profit Factor | 0.152 | 0.5681 | 0.0916 | 1.0003 | 0.559 | 1.2588 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 36 | 16 | 20 | 36 | 16 | 20 |
Losing Trades | 23 | 14 | 9 | 23 | 14 | 9 |
Profitability (%) | 61.0169 | 53.3333 | 68.9655 | 61.0169 | 53.3333 | 68.9655 |
Ratio Avg Win / Avg Loss | 0.0971 | 0.4971 | 0.0412 | 0.6391 | 0.4891 | 0.5665 |
Largest Winning Trade | 52042 | 52042 | 29935 | 15465558 | 2459886 | 15465558 |
Largest Losing Trade | -1100995 | -68932 | -1100995 | -11499234 | -3876461 | -11499234 |
Avg Bars in Trades | 173 | 197 | 149 | 173 | 197 | 149 |
Avg Bars in Winners | 90 | 99 | 83 | 109 | 115 | 103 |
Avg Bars in Losers | 304 | 310 | 294 | 274 | 291 | 249 |
Bars Traded | 10253 | 5929 | 4324 | 10253 | 5929 | 4324 |
Profit Streak | 29.5739 | 150.7406 | 0 | 29.5739 | 150.7406 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -758309 | -579041 | -578374 | -753675 | -579041 | 311237 |
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{ "first_band": { "type": "dema", "factors": { "length": 103, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 248, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 103, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 248, "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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